You appear to have deep pockets so I would get a high-end thermalright heatsink like SLK-800. Your choice of fan. <A HREF="http://svc.com/" target="_new">SVC</A> would be a great place to purchase those two items.
The boxed cooler is fine. I use it with my 3000+. But considering that you bought an OEM CPU, some 3000+ compatible coolers are :
- GlacialTech CPU-Fläkt Socket A/370/FCPGA
RetaiI Igloo2410 PRO Til 1,4GHz/ XP3000+
- Arctic Cooling SLIM Silent Pro TC AMD 3000+/PIII 2GHz
- Thermaltake VOLCANO 11+Xaser Edition
Don't know about availability where you live though. Also, I have no absolute word on how good these coolers are, but I have had good experiences with at least, Arctic Cooling in the past. However, all these three coolers supports the 3000+ on paper.
My system: AMD Athlon XP 3000+ CPU / TwinMOS 1Gb DDR400 / Soltek 75FRN-RL /
Sapphire Radeon 9800 Pro / Antec True Power 550W / Maxtor 80Gb ATA-133 / Hercules GTXP SC /
Samsung DVD / Lite-On CDRW