P4 come as Norwoods or Prescot's. The latter having twice the cache 1Mb.
So why go for the norwood, simple, the temperature. There have been reports that some prescots have run hot enough to start melting components solder points!
At least they run MUCH hotter than norwoods and therefore require a lot better cooling and are not so friendly for o/c.
Then theres the performance which is slightly slower, until you get over, around 3.8Ghz then the extra cache seems to start helping.
The stock fan is a little loud but does cool it very well. I ran mine at 3.84 with it. But the difference with a Zalman is :-
Idle temps are about the same but when under heavy load the stock let the cpu get to 55' whilst the zalman gets to around 46. And the Zalman is Very quiet.