Yeah. You have a non-unlocked version of the chip, so there is not much available for overclocking. If I'm not mistaken, the only thing you can alter is the main base clock multiplier, which can quickly cause other timing problems.
If you want a good air cooler, go for a Hyper Evo 212. The thermal paste that comes with it should be good enough, but if you are the type of person that worries over 1 or 2 degrees, you could go for more expensive stuff.
If you ever plan to overclock, look for the K version of the chip. That is how Intel marks their unlocked versions, which have more options for overclocking.
Happy computing. :)