How far do you want to overclock? If you really want good cooling, buying a watercooling kit is a huge waste of money. It's not worth it when it's only a little better than air cooling. If you want a kit, get one of these:
They're awesome kits with hand picked parts by water cooling experts, and they have everything you need.
Have you ever overclocked before? If you're not an experienced overclocking, water cooling is probably a waste of your money...
The main problem with just getting a good HSF is that your chipset will get hot and hold back your OC. If you can get a good chipset HSF, you'll probably be doing pretty well.