Well, I'm currently assembling parts for my new system, and the one thing I made sure I ordered was an anodized CPU shim for the AMD. If nothing else, the likelihood that I will provide a reasonably even amount of force on all four corners of the core is increased.
As for how tight you should go, I would generally say that the the WB shouldn't move around on the core at all. Once you get it that tight, you should be good to go. At the same time, I wouldn't hang a DD Maze 3 off the CPU socket, especially if it's got the copper top. Instead, I would use the motherboard mounting holes (if available).
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