If you aren't going to overclock, it doesn't really matter if you get an OEM or retail version of the chip. But, of course, OEM means going with the 30 or 90 warranty that the store sold you. If you go with retail, you have the freedom of returning the chip to the manufacture if something goes wrong, if there are no cosmetic defects.
If you are going to overclock, I'd advise going retail, so you don't get tested chips that don't o/c well. I used to buy all OEM chips because I worked for a computer store and whenever I wanted to get a particular chip, I just grab a tray or two of processors and test them. If I found a chip out of one try that I am satisfied with, I keep it. If not, I'll go on to the next tray. Since I can't do that now, I always go with retail chips. I never needed the warranty because from experience, I noticed that chips usually don't go bad if they worked fine in the first place.
In my 5+ years of working at the shop, I know for a fact that we had less than 5 returned Intel chips and no more than 15 returned AMD chips. And this was with our 2 year warranty we gave our customers.