The classic Athlon retails came with the heat sink on... but you didn't have to worry about the core for those. I'm not sure about the TBirds...
nymetsny asked if it's covered if it's crushed. I'm thinking you can't rely on the retailer taking it back if it has physical damage.
I took mine back with my board to have my board checked (cause it's the second fried board I got) and forgot to erase the pencil marks on it. The guy says the warranty is void on it.
I doubt the heat sink is attached to the TBirds for retail packages... cause it has to be glued on.
I'd like a classic though