I have noticed that people are spending hundreds of dollars on a CPU and then not putting the stock heatsink that is worth about 5 dollars. There ares some video on youtube that will show you what happens when your CPU runs too hot. Things can start to slow way down and even come to a halt. Some of the AMD processors are really bad with this and they will actually start to smoke and the processor will start to cook. Most Intel processors are much better on heat, but are little more pricey! One thing you can do is spend about 40 - 50 dollars on a really good heatsink and you won’t have to worry about this.
When you are building a performance pc it is the little things that will make your system better then the one next to it. You could even go as far as a water cooling system. I don’t think I would feel very comfortable with water running through my computer so I think I am just going to stay with a regular cooling system. There are also fans that don’t make any noise, well hardly any. They run on magnetic bearings that don’t have any friction like a normal ball bearing which is what makes all the noise. This can give you a quietly cool computer.

