The only problems I have with the stock cooler are wondering how the hell the mainboard can take that kind of mechanical stress.
Plus the more recent ones seem to be less chunky and more cheaply made... the one on the left is from a Pentium D circa 2005, the one on the right from a more recent dual core CPU. It's about a third of the weight and has no copper.
BTW... left side is locked (use this to install), right is unlocked