The stock HSF I have for my 3000+ winchester is certainly more than enough. I used AS5, but I hear the thermal grease that comes with it is plenty good itself as well.
I'm currently at 2.4Ghz at a fairly high 1.55v, and I idle at around 32C and hit around 38C at max load while stress testing Prime95. And it's much more quiet than I expected, coming from my Volcano 11+ on my Barton (thing sounds like someone turned on a hairblower in my case).
Of course, my case is well ventilated and room temps are pretty cool, but I'm impressed with the stock cooling solution. My 0503 CPU is topping out well before I'm even nearing 50C (heck, the highest its gotten is 42C at 1.6v at an unstable Prime 2.6Ghz).