My wifes comp died so I had to buy one asap. picked up an i5-6600k. It has the stock cooler. I ran some burn in tests etc to make sure it was going to be stable. I was surprised that idle was around 27c and Prime95 only pushed it to 51-54c. I then OC'd to 4.2ghz and temps only raised 1c. I'll be honest, I never used a stock Intel cooler thinking that they sucked. But I am very surprised at how well it is cooling the CPU.... Unless the i5-6600k just runs super cool.
I had to look this up, but yeah they do not ship with them. I had to get the comp asap, so I bought a pre built from CyberpowerPC from Fry's. And it does have an Intel cooler on it. I encoded a few movies today with Handbrake and it never went past 46c.