Stock heatsinks are good for regular use. Once you start using your computer for high end gaming, over clocking, etc. you'll want to take the steps necessary to prevent your machine from getting too hot.. replacing a stock heatsink has been nothing but significantly lower the temperature for me.
When purchasing a third party heatsink, you will more than likely need to buy a tube of coolant paste, and apply it manually.
Also, I mentioned changing your case:
http://www.newegg.com/Product/Produc...82E16811112066
That bad boy dropped my temperature about 25 - 30 degrees itself.. all has to do with the placement of your hardware and the air-flow. I haven't needed any sort of special cooling heatsinks with this case to date.