It's not worth to buy OEM if you're in the US.
To claim warranty for any retail thing is a piece of cake in the US, just tell them it's not working, get a rma number, send back (some manufacturers even pay for shipping or don't need you to send back the defective item), wait for a new or refurb. replacement.
This is the American way of doing business.
If you're in other countries, that'd be a different story.
The price difference of sub $200 cpu today is so small, even less than $10. Even you're going to get a better HSF to overclock it to the extreme, you should buy retail to get the easy to abuse warranty. Also, retail cpu has a good protection box for shipping.
Remember, any OEM thing is supposed to sell to system builders, not end-users, manufacturers won't provide warranty to end-users mostly. If something goes wrong, you've to deal with the reseller, then the reseller has to deal with their wholesaler, the wholesaler has to deal with their distributor, then the distributor has to deal with the manufacturer finally. Unless the reseller can take the loss to give you a replacement immediately, you've to wait a long time to get the replacement.
If you're not in the US, some retail stuff's warranty are done in this way too.