In my experience of retail CPUs, you get:
1) Instruction manual, warranty information, etc
2) CPU (obviously)
3) Heatsink and Fan - normally with thermal pads, opposed to thermal paste
4) In my experience of Intel CPUs, you get a case badge. That's as far as it goes for goodies, lol
<font color=orange><b>Some people don't realise that a mere two hours backing up their data is far quicker than redoing all the work again!</b></font color=orange>