Those X2 3800+ sound like excellent overclockers, and with the bigger price difference now, it might be harder to recommend the 165, especially when it is 9x vs 3800's 10x multiplier.
I think the stock heatpipe HSF is pretty damn nice, for the price. I got the 80mm fan version for $15 shipped off Ebay 18 months ago, and a 70mm fan version with my retail 165.
I tested both of them unscientifically, and as far as I could tell, the 70mm fan version was about equal in temps to the 80mm, and seemed a little better. I didn't have a way to test noise other than how it sounded to me, but it seemed the 70mm was about the same as the 80mm. I read the heatsink on the 70mm is better, while the fan on the 80mm is better since it is larger and quieter. But I couldn't tell any difference in noise so I kept the 70mm version (again, seemed equal or slightly better in temps) and will sell the 80mm version with my 146.
The only other HSF I would consider is the AC Freezer 64 Pro. It is a little better and much more quiet than the stock heatpipe one, but since I already had two of the stock heatpipe ones, there is no way I could justify $25 for another one. Other than that, for the price, the stock heatpipe one is one of the best choices. A $50 Zalman would be pointless as it could maybe get 100-200mhz more at cooler temps, but that is nowhere near $50 as it would be not noticeable except in lame benchmarks.
edit: I actually don't have a problem with the stock heatpipe fan spinning up and down. I know if temps get really high, it will kick way up, but I've not had that happen. Everytime I look at Speedfan, the RPMs are about constant. I believe the sound I hear of a fan spinning faster while gaming is my videocard, but I could be wrong. It only spins up to a high speed, then spins down after I close the game, so it's not up and down annoying.
BTW, my 165 from Newegg was a LCBQE as well, so it is likely that most X2 3800+ will reach just as good of overclocks as a 165, plus has 10x multiplier. Damn, I almost regret not getting one now, but then, the price diff was only about $15, and I got the better HSF.