Update:I installed my Q6600 on a Gigabyte X38-DS4 this past week. The heatsink I bought is a Zalman 9700. If you look at this link to the parts pictures , you'll see the X clip that goes behind the motherboard, the circle positioning clip that goes on top of the mobo, and in the plastic bag is a 1/16" (2.5mm?) thick stainless steel clip that screws it down. Overall, this thing is solid. I used the fan to pick up the entire motherboard while installing it into the case and it did not wobble at all.

I'd say, as someone above mentioned, that this is almost entirely dependent on the manufacturer's quality as to how well the clips hold. This is the second huge-ass zalman heatsink I've used and both have been very well engineered from what I can tell.