Depending upon what kind of CPU cooler you buy they come with fans. The cooler itself is the heatsink. Some of them use fans as standard to cool your CPU others are designed as passive and have no fans of their own relying on the airflow through the case to cool them and then you have probably the best in the field which are passive but have room enough for one or more fans.
The 120s from Thermalright were the best in the field when I was looking.. however if you want some bling there's the V8 CPU cooler from coolermaster. Now that puppy is cool in a different way
Oh and check out Anandtech for comparisons of CPU coolers... though I personally think they're lying scoundrels when it comes to what temperatures they achieve as I don't think I got within 10 degrees celcius of their recorded temps. Hence why I'm watercooling... it's part frustration and part "oooo plumbing!!"