OEM= 90 day warranty
Retail= 3 YEAR warranty
I purchase the retail processors for all system builds, even for customers. The average cost difference between OEM and retial is only a few dollars (typically under $10). You can't get a HSF that will do a better job than the retail one for the cost difference. With my own systems, I sometimes upgrade to a better/more silent cooler later, but only after I'm sure the stock one isn't cutting it in the situation. I'll still keep the retail HSF for the rest of the warranty period, just in case I need to send the processor back (gotta love long warranties). I'll also keep it in case I upgrade to a newer processor while the warranty is still good on this one.
Another suggestion... Get a mobo with a 3 year warranty too. MSI offers that on their Athlon64 boards. With both covered for 3 years, you're set until you want to do your next upgrade.