When I order OEM sometimes I get a manual, sometimes I don't. Which can be frustrating, but most hardware manuals are available somewhere on the interwebs.
when i buy motherboards and video cards, then retail is the way to go, since they include all the cables and manuals so i know what jumpers and stuff to set
Things like cpu's, gpu's and motherboards I like to buy the retail version since it will come with the extras that you will need.
But stuff like dvd drives and hard drives I buy OEM versions since I can get my own burning software for dvd drives, and you don't really need anything but a cable for hard drives and the motherboard will come with all the cables you will need for the hd.