Hmmm,

That is actually a rather interesting and unusual question.

My normal approach is that I don't really care how hot the processor runs, so long as it is well within its design specifications.

As a general rule I never buy the "retail" packs of processor, heatsink, fan and thermal paste. I buy them separately, with the possible exception of a heatsink/fan combo, and always use silver paste.

I think that it would only be a real issue if you were wanting to overclock the processor?

Also remember that airflow is important, so you might like to look at circular rather than ribbon cables and get plenty of cable ties to keep everything neat and tidy.

Other things to look at are cooling fans for your hard drive bays and the cooling system on your video card. The video cooling system will probably be a bit like the usual CPU retail pack heatsink and fan: underpowered.