Be best if you first decide if you want to go air cooling or (closed loop) liquid. I've used both for different reasons.
I would go liquid if:
-you have a side window and aesthetics is important to you. For me, I really like the look of the liquid cooling solutions over the big air coolers.
-you are doing a mini-ITX build and want to overclock.
I would go air if
-you don't have a side window and/or if aesthetics don't matter to you.
There are some decent looking air coolers out there, and a lot of what I am saying is just based on personal preference.
If you want to go air, look at Noctua's lineup (nh-d14 for example). Arguably the best on the market.