Overclockers.com has an interesting article on an air cooled heatsink for the P4. You can read it here
http://www.overclockers.com/articles506/
The basic idea is to increase the clamping pressure by 5 times more than the Athlon can handle. The higher pressure improves heat transfer to the heatsink. Clever bit of engineering in that the clamp doesn't require any tweaking to get the pressure right - you just flip two levers (at the same time?) and you've got 100 lbs of pressure on the die.
A big payoff in this solution is that the fan is so quiet, Joe Citarella's db meter couldn't read it. Joe's using a cheapo Ratshack meter that only goes down to 50 db but still....
A lot of folks have signed off on speed - the cpu's are plenty fast. What we want is a silent computer. Like the Mac cube but fast.