Athlon cores have been cracking on many a Do-It-Yourselfers, despite the despite the little pads in the corners. While this can be avoided if proper time and care are taken, the Pentium 4 uses different mounting mechanisms. This means that the thermal solution is less likely to damage the processor, which is certainly a noble goal.
The Pentium 4 also has a built in temperature diode, which is used for two things: to slow the processor down when it starts heating up too fast; and two, to shut itself down when it reaches a temperature that is unsafe for operation. Current Thunderbird Athlons do not have either ability, and thus it is not uncommon in the Do-It-Yourself market for people to burn up their Athlons, even multiple times. However, results shown by various online publications insist that the "throttling" that the Pentium 4 does when overheating kicks in when it shouldn't. We here at SystemLogic.net experienced no such problems, nor have any other review sites that we are aware of.
Though this is a personal preference, I would rather have my processor throttle or shut itself down than burn up my investment in it. The issues with improper throttling (throttling at times when it shouldn't) have not appeared in wide-spread instances at all. Another benefit is that temperature readings are more accurate, and precise, from an internal diode than from a motherboard socket thermal diode (as the Thunderbird is currently relegated to using). AMD certainly knows that they've had a problem with overheating and inaccurate (and imprecise) temperature readings from motherboard manufacturers, as they have included an internal thermal diode themselves with the advent of the Palomino core in the Athlon 4 and Athlon MP (both the same processor, really).