Thre is no quality difference between retail (boxed) and OEM (tray) processors. The differences as you already said are a shorter warranty period and you have to get a CPU cooler separately. Since you don't intend to use the stock cooler included in the boxed version anyway there is no reason not to bother with the OEM version, unless you really, really want the three year warranty from Intel.
OEM versions are also generally sold for a lower price than the retail boxed version, part of the higher price for the retail versions covers the lengthier warranty period, as well as the stock cooler. OEM CPUs also tend to be more popular with overclockers, as overclocking mandates an aftermarket cooler, and overclocking also voids the warranty, so none of the additional benefits of the retail boxed version apply to those who intend to overclock their CPU.