The Intel Coppermine CPU is a well designed chip that consumes 17-22 watts full load, dependent on model. With such low power consumption, almost any retail heatsink and fan combination should work fine.
For best value for the money, I recommend the Thermaltake Golden Orb. The cooling capacity is more than adequate and the latch design is extremely well done. It is almost impossible to mount the Golden Orb unevenly against the Coppermine. I cannot say the same for other HSF, including the Alpha.
For the same price, the Thermaltake Chrome Orb has a faster fan, but a conventional spring clip latch. It will cool a little better than the Golden Orb, but it is too big (interfer with the capacitors) to mount in some motherboards, such as Asus CUSL2.
The Alpha heat sink is a piece of engineering art, but expensive. It costs more than twice of the Golden Orb and usually cools no more than 2 degrees C lower than the Golden Orb. If you use a slotket, the Alpha will block some of the SIMM slots due to its height.
While you benefit a lot from a larger heatsink if you have a hot AMD CPU, you will see little advantage to use overkill heatsinks on the Coppermine.