Re: AMD Retail HSF???
Well, if you got the retail version (i.e. the one in the box) it comes with one. If you aren't going to be overclocking, then the stock one should be fine. However, just in case, take off the thermal pad it is supplied with and put some quality Arctic Silver 5 on there. That way, it is much easier to remove if you do decide to take it off and put on an aftermarket.
To answer your question, if you're going to be overclocking, it is definitely worth the extra money.