I have currently bought a Sapphire X1950 Pro, and it should be arriving a few days or so. I have an X700 in my system right now, but I added on This cooler onto it, as the stock one..uhh...loud and crap! ( With Zalman my X700 goes nicely from 400 to 500Mhz in OC'ing ) Is my Zalman cooler any better then the stock Sapphire cooler on the X1950 Pro, or shall I just leave it as it is?

It probably will cool better but I wouldn't spend 34 bucks on one.

It depends on the temps that you're getting when you're overclocking. Monitor the vid card temps to see if they stay within acceptable limits (try a benchmarking program to stress the vid card). If it's overly hot, or even near being overly hot - then you may want to consider an aftermarket cooler.