A.N.Other mag did a test of hsfs last month. The most relevent to is is the Akasa AK913 (confusingly, also known as Evo33), make sure you get the No. right, as the AK912 is for P4 487.
This hsf came top of Athlon 64 hsfs, both for ease of installation and cooling.
It was 17degrees cooler at 4000rpm and 13degrees at 2000 than the stock (or supplied) hsf that came with the cpu.
Price is @ £25 inc vat. from Scan (check out their today only section, as I got it for £18.13).
As for thermal compound, I use arctic silver5, this get good reviews.
Hope this helps.