'Chipset' Coolers
Of all the accessories included, the chipset coolers make no sense to me. I couldn't find a way to actually connect those to the chipset heatsink, and to me, it's pointless to include them. Even with big overclocks, the massive cooler keeps rather cool overall, so even if they did fit, they'd have little use.
Actually, these are quite important in non-standard CPU cooling setups. If you are using a waterblock, or a CPU cooler that does not push air down and out through the MOSFET cooling fins (eg, Scythe Ninja/Tuniq Tower), then the sinks have no way of getting cooled properly - hence the inclusion of the coolers. They snap onto the MOSFET heatsinks quite easily (they have been around for a while now in P5 series boards).
It is also very important not to use them if a conventional cooler is installed, as this will also change the normal airflow and lead to overheating.
Regarding the heatsink being good enough regardless, this really depends on your environment. In Australia the ambient temperature can be extremely high in summer, leading to overheating for these very reasons. In fact last year I saw a P5 series Premium board get bricked for this very reason (non conventional cooler, optional fan not installed -> MOSFETs burning out -> dead board).