It depends on what CPU you're using I would personally say. I'm going to build a gaming pc with a AMD Athlon II X4 760K and many people have said use something like a Hyper Evo 212. I've heard that the original Intel heatsinks aren't too bad but if you're running something like an i7, then I would say get a decent cooler - you don't want the CPU blowing up!
the cpu that im planning to get is an amd fx6300, most of the time it will be left idle because im into downloading movies. sometimes i'll leave it running for 2days without turning it off. so going with an aftermarket cooling fan like the hyper evo 212 will be a good choice?
I just bought myself a 6300, and the little stock cooler is pathetic. I would totally go for an aftermarket set up to keep it much cooler and most importantly, keep it silent. You don't need anything overkill, but something like the EVO 212 is a great choice and value.