I have built two systems using Intel socket 775 CPUs recently. Last summer, I built one using a Pentium Dual Core E2140 (1.6 GHz), which I use at school. This summer, I built one using a Pentium Dual Core E2220 (2.4 GHz), which I use at home.
Putting together the newer one, I managed to break off one of the "legs" of the stock Intel CPU fan. So, I bought a cheap third-party CPU fan at a local computer store. The older system I use at school has the stock Intel CPU fan installed.
Interestingly, my home machine runs much cooler than the system at school. Even under load, neither core gets above 45C, and each core idles around 30C.
The system at school idles around 45C, and reaches close to 60C under load, even though the CPU is running nearly 1 GHz more slowly than my home machine. Each machine has a cheapo ATX case with a case fan (in addition to the power supply fan.)
This strikes me as odd: if you follow Intel's installation instructions exactly, you get pretty inadequate cooling. I know the customer reviews on newegg always say that the Intel CPU fans suck. Well, I guess they do!