No dispute on the Zalman product line (CNPS-7000 and 7700, AlCu and Cu), but they are heavy. The 7000 weighs 775 grams and the 7700 weighs in at something like 930+ grams. The Intel guideline for HSF weight is 450 grams.
The ThermalRight XP series -- 120 and 90 -- weigh about 375 grams. Don't worry much about adding a beefy fan weighing 225 or even 325 grams. Obviiously, Zalman is confident that their product won't damage your motherboard from stress -- but be careful -- perhaps remove the heatsink -- when you take your computer for a drive in the country.
There are several heatpipe-cooler options in the market -- precursors of the XP120 and XP90. For some time, I used a ThermalTake PIPE101, which did almost as good a job for cooling as the XP120. I say "almost" -- and I mean it. The PIPE, like the Zalman and some ThermalRight heatpipe models preceding the XP series, is a heavy block of copper with copper pipes, weighing about 525 grams. (Fan not included.)
I would need to run some more rigorous tests in various machines and under certain controls, but it appears to me that the greater the heat-sink mass, the lower the idle temperature at lower room temperatures. Also, Copper is better at removing heat from the processor, given its thermal resistance, heat-capacity and conductivity -- than Aluminum, although aluminum is pretty decent, and lighter.
Some versions of the Zalman use copper where it counts -- in the heatsink base, and use some Aluminum for the fins. The XP series is a copper-aluminum combination, with nickel-plated copper in the base, and aluminum fins.
However, slight differences in idle temperature are not your primary concern. Performance is better defined by two factors, in my opinion -- peak load CPU temperature, and the spread or difference between idle and load temperatures. Generally, you can assume that an increase in room temperature will bring about a corresponding increase in both idle and load values, but heatpipes, which are filled with the manufacturer's choice of coolant, may through a curve into the linear predictability of temperatures given the liquid's phase-change characteristics.
Essentially, a heatpipe makes it possible to make a lighter heatsink which provides the same load-temperature performance.