The most common problem encountered by people doing the switch, comes because of mobo drivers. Make sure you load the drivers after OS install. The XP drivers for Intel are great, but for Amd, they just suck.
BTW, the retail hsf is good for OC up to 15%, and is a lot quieter than Intel's latest.
I got 2.6Ghz from my winchester with the stock fan, and the limitations I hit then were not temperature-related.
The fan is loads quieter than the current Intel ones, but that's more because the intel one is unreasonably loud than the AMD one being amazingly quiet. It's not too bad, but it's not silent enough for my tastes.
I have a TT XP-120 on there now, with a nice quiet 120mm Fan on 5V, and it's still mid 40C @ 2.5Ghz, last I checked.
<font color=red>"Life is <i>not</i> like a box of chocolates. It's more like a jar of jalapeńos - what you do today might burn your a<b></b>ss tommorrow."
Physically, if you have built an intel rig you will have no problems building with AMD. And the driver issue isn't a really big issue, it's really easy to do. All mobos will come with an install CD, just fire that in and most of them have a quick install. Just like ALL drivers though, its not a bad idea to go to the manufacturers website and grab the most recent. But I usually install the CD first.