The included cooler is fine if you have no overclocking intentions and can accept that it is a bit noisy when it gets up around 2000 rpm.
The Coolermaster Hyper 212 Evo is probably the most often recommended add-on cooler. It's not the most efficient, but it's cheapish, easily found, and offers good "bang for the buck". You'd probably use something else if you were trying for a heavy overclock.
http://www.newegg.com/Product/Produ...cription=hyper+212+evo&N=100006648&isNodeId=1
If you are noise sensitive, you'd probably want to replace the fan on whatever aftermarket cooler you bought. Maybe with a Scythe Slipstream, Scythe Gentle Typhoon, or a Noctua.
You need to pay attention to the height of the cooler. Narrow tower cases may not accept coolers taller than 125mm, in some instances much lower than that. You can find coolers that are quite short and that have "down-blowing" fans, although they would not likely support a heavy overclock.
And some coolers are so bulky that they overhang one or more RAM slots, which can make DIMM installation and removal problematic. So you may have to use RAM with short heat-spreaders or none at all--if you used an overhanging cooler.