I've heard that people seem to like that one.
I just bought a Zalman 7000A-AlCu for my AXP, and it is compatible with 754 and 940, so I'm hoping it will be compatible with 939 (since I plan to use it on my next computer).
The heatsink seems to work very well and the fan is very quiet. I liked it because it was compatible with my current setup (hopefully) with my next one. It is also nice because it has the fan and fan speed controller included. Price was good too, only $29.99.
-D'oh!