right well firtst of all u might wonna look here
but yh my basic check list goes.
most heatsinks come with thermal paste pre applied but if it doesnt state it then its a good idea to get some.
also if your Processor says OEM then u probably need a heatsink & fan but if its retail it usually comes with 1.
a case fan or 2 is a good idea jus to get some extra airflow.
and also a case fan is attatched to your case and allows air to come in or out of your case its personal preforance as to weather they blow in or out.
a CPU fan goes ontop of a heatsink which is a must on processor's if u dont plan to overclock your processor then the standard heatsink & fan will do just fine.
OEM usually means less aka a C2D e6600 OEM is probably just a processor
Retail usually means more aka a C2D e6600 Retail is probably a processor, heat sink (usually with thermal paste applied), and a fan.