Well then its upto you, you can either go with a i5 6600 with stock cooler and save as much as 6000-7000 rather than buying an i5 6600k with after market cooler. And invest this money into a better graphics card right away
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Well the good think about Skylake processor is that you can overclock non-k series processors too. After 2-3 years you can go for an after market CPU Cooler and overclock.
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My take would be this, If you have a budget, go for the wisest choice, believe me I saved a lot of money in my new built where I chose to be with an i5-6500 with stock cooler and two rx480 in crossfire. The result is nearly the same frame rates as an i7-6700 or i5-6600k without OC. And I am glad that I didn't went for an i7-6700K because its totally not worth the money.