Well, that depends on the criteria for best? Lowest temperatures? Phase-change or liquid nitrogen. Cheapest? Air cooling. Poorest cooling is air, but that's because it's doing the least to isolate the processor from the ambient temperature in the air. LN2 and phase-change are the best, but they're the most expensive (LN2 is a DIY from what I've seen--could be wrong). Phase-change kits run around $400. A high-end air cooler on the super-expensive side might cost $70. Water cooling, depending on what all you're cooling in the loop is probably going to start at $100-150 on up.
If you're not overclocking or are looking for super-quiet setups, the stock fan is typically fine for most people.