Nowadays, CPU cooling is so important because the processor will burn up in just few seconds without an adequate heatsink + fan combo. It's so crucial because the temperature that the processor is running at will determine its lifespan. So the higher the temperature, the lower the life time. Conventional heatsink + fan combo may be sufficient for overclocking up to 50% of the original rated speed of the processor, water cooling, peltier, or even refrigeration like Kryotech and Vapochill are other alternatives to take things a step higher than heatsink/fan.

Many people try to avoid using water cooling in their case because they have a phobia of 'water', that is running water in their system. Instead, most of them opt for heatsink/fan plus peltier. This will bring lower than ambient temperature, but will never come close to sub-zero or even freezing temperature. So, one of the best combination and the most affordable sub zero cooling system will still be the water cooling and peltier combo. And peltier takes up a lot of power, so you need to have at least a 300W power supply to run a peltier.

Kryotech and Vapochill are other more expensive alternatives, but they do get the job done. These cooling systems are big, bulky but effective. They might bring your processor temperature down to -40°C at idle condition and maintain sub-zero temps.