The X3 720 and even the Phenom II X4 940 have had reasonable overclocks with their stock coolers as many reviews have explored this and the X4 900 series have a very similar cooler to the earlier 9000 series which ran much hotter and consumed much more power under real world conditions. The same goes for overclocking with the Q8200 too from what I read too. However to get a higher overclock both need aftermarket coolers when people actually test their overclocks properly. The Q8200 does have lower power consumption than a Q6600 but Intel did decrease the size of the stock cooler considerably too and hence with overclocks over 3ghz with the stock cooler the temperatures are not that great unless you have a low VID example from what I have read in various forums. I was considering a Q8200 late last year for my backup computer but managed to get a cheap Q6600 instead for my main computer.
Also like I said before the TDP of the newer batch X4 945 has been reduced from 125w to 95w and even the former figure was a worst case scenario one:
http://www.hardwaresecrets.com/news/4072
Edit!
Here are some articles exploring the stock AMD cooling better:
http://techreport.com/articles.x/16744/6
http://ixbtlabs.com/articles3/cpu/phenom-2-cnq-p1.html
The Phenom II X4 940 was overclocked to 3.5ghz using the stock cooler and the X3 720 overclocked to 3.7ghz using the stock cooler.