Do I need a CPU cooler?

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Exactly!

Cool, quiet and stable are major issues for me. Sorting out what components work together used to be much easier - buy Intel and you're home free. Now it's not so simple.

Even on my 2.4 Northwood box the noisiest part is the HSF.
 
Yup, AMD has awesome price/performance and great stability if you buy the right components 🙂

AMD64 939 + nForce4 is almost always a safe bet. VIA is good too.

SiS and ULI are usually ok.
 
Generally speaking Intel usually has the advantage of having full authority and control over both the CPU and chipset however there are more players in the Intel chipset market now and have a bigger market share than they used to.

Intel CPU + Intel chipset used to be a safe bet..... well kinda....

Even "all Intel" platforms have had problems ranging anywhere from very severe to minor. The i840 chipset + DRAM debacle comes to mind. All the Pentium bugs... yadda yadda yadda

Intel is known to sacrifice performance for stability most of the time.