I almost always use the stock coolers since I buy box processors (for the fan and the extra warranty). I don't typically overclock, and the stock cooler is designed to handle the thermal requirements of the CPU. The one time I felt I needed to get a improved cooler was my Q6600. It was getting in the 70s while running Prime95. It was a little too hot for my tastes. One of the designs where heat pipes draw the heat up into an array of fins worked well for me... with a price under $25 (after rebate).
I'd say go for it with the stock cooler... if temps are too hot, then consider finding an affordable cooling solution.
I use my AMD stock cooler in a crappy case and my temps max @ 51.5C while OCed from 3Ghz to 3.5Ghz. However, I have heard that Intel has the worst heat-sinks in the universe. If you are not planning on OCing I wouldn't bother spending the extra money to buy a new cooler. If you temps are bad I would go for something that is not high end, but will do the job.
I have installed and tested the stock and im actually surprised with the thermals i am getting. No higher then 64c on any of the cores while running prime95 for 3 hours and standard load im getting is about 43 while playing BFBC 2 with 28c at idle! THis is actually better cooling then my fenrir titan gives on my i7 930 build. Ambient room temp is a pretty big difference however 68 f for my 930 while running in and around 60f for the i5 760 with stock cooler. WIll have to keep an eye on things come summer.