Put it this way, I am using the stock hsf on my xp2500+. It normally runs at 1833 mhz. I am running at 2245, and even when I do heavy gaming, I still stay below 50*c. The fan is also very quiet. I think it's the best.
I bought an Athlon XP 1800+ and I could overclock it to about 1920MHz with the original HS/Fan and my CPU was running at 70 Celsius at full load. I bought a ThermalTake Volcano 9 HS/FAN and now my CPU is running at 1940MHz at 50 Celsius (full load).
So, I don't think it was worth it. I tought I could go higher with my 1800+ (they are usually good overclocker). The only good thing about it, The Volcano 9 fan is at low speed and my CPU is cooler, but for the difference in O/C it was not worth the invested money (35$CA).
I would suggest you to stick with stock HS/FAN (buy a BOXED Athlon XP, you get a better warranty). And only change it if you really need it.
If you assume they ship the same HS with the 2500+ as they do with the 3200+, then it's possible if you can leave the voltage at stock, have good case airflow & the ambient temp. is fairly low. quite impressive all the same.
Never bought a retail Athlon, so I really have no idea how good the HSfs are myself, but they'd have to give a maximum of 50C in cold climates or they'd simply be insufficient in hotter parts of the world. generally if the ambient is 10C hotter then so will your CPU temp be, more or less.
<font color=red>Those of you who think you know everything are annoying to those of us who do.</font color=red> :wink: