AMD's stock coolers are actually pretty decent in their own right and don't require as much force upon installation as the current stock Intel heatsink (which causes people to back off of the pressure for fear of braking something, which leads to bad contact and high temps), but yes, if you get a good aftermarket cooler it will certainly be better. A believe a number of aftermarket 939 coolers WILL work in AM2 by only using two of the bracket's holes, but you'll have to check the specific model.
edit - it seems that some that just use the basic clip-on will work, but anything that's any decent will need to be AM2 specific.