Try to stick with an AMD-approved heatsink, or even better, try to stick with one recommended by the folks on this page. AMD's "Approved Thermal Solutions" are HSF's that have passed their minimum requirements for cooling Athlons/Durons. They all work, but to varying degrees. Mnay folks on this page have tried numerous heatsinks and know what works and what doesn't.
I was using the CoolerMaster DP6 (i think that's the part #) with the stock thermal pad on my 1Gig TBird. Got a lot of advice and good reports on the GlobalWin FOP32 and Arctic Silver. I switched to the FOP and the AS and immediately dropped my CPU temp by 10F. I'm currently running about an 11% overclock and my temps are still lower than they were when at stock with the Coolermaster HSF.
Most of the big "brand names" are great. GlobalWin, Alpha, Vantek, etc are great.