Oldschool style heatsinks (Intel P3 and below, and AMD Socket A and below) are a PITA. P4's and Athlon64's have a much improved mounting mechanism.
And the key to that most difficult part of systembuilding is practice, and the right tool. In my experience, the "right tool" is a 14-inch long flathead screwdriver.
Edit: Also, Coolermaster has/had a line of heatsinks for Socket A and P3 which could be engaged/disengaged with one hand. I own one and use it for my test rigs. They're solid copper, too. Model HHC-001 (Gotta replace the fan, though, it's LOUD AS FVCK)