Some vendors sell motherboards with the CPU & heat sink installed and tested. Is there some reason to avoid that?
Reading back on this I realized I forgot to answer one question here... so here is my answer to this:
I would avoid having a motherboard shipped in the mail with a CPU and heatsink installed in the socket of the motherboard as for such as is the case with AMD CPU's that still have pins, the legs in the sockets can move and get shocked by strong G-force from a drop in transit. The female pins in the CPU socket are very delicate and I just feel its a bad idea to have the CPU with heatsink mated to a motherboard and then shipped in which its going to get thrown/bounced around.
I have also seen pictures of CPU's bonded to heatsink ripped from their sockets completely or partially as if someone pried the corner of the CPU up, but it was caused by a drop of some kind in transit. *This being CPUs that legs lock into the socket such as older INTEL and older and modern AMD CPUs in which the CPU can be stuck to the heatsink and if the locking clip(s) break off or unlock, the CPU socket locking arm can be in locked position and its CPU legs torn from the socket potentially damaging the CPU and motherboard.
Additionally I have bought used boards on ebay years ago which came complete CPU/Heatsink/RAM/Motherboard and when the board arrived the heatsink was flopping around in the box and it battered the motherboard when the CPU retainer clip made of plastic and metal snapped when the box took a hard drop or kick like Ace ventura Pet Detectives UPS service. I also bought a used computer and when that arrived I turned it on without looking inside and heard what sounded like a loud power tool. It was the CPU heatsink torn from the motherboard and hanging face down and CPU heatsink fan blades striking the PCI port on the motherboard and case resonated it to make it super loud to the point that i unplugged the power cord from the rear of it fast. I ended up having to replace the socket 478 plastic heatsink plate that is mounted to the motherboard that the 2 retainer clips of the heatsink normally lock to. The plastic was shattered. The case had no other damage and the motherboard was fine, but that heavy copper slug with aluminum heatsink attached by plastic already under tension of clamping pressure to CPU top stood no chance against a G-Force shock of some sort of a drop or kick in transit that sheered it from its locked position on the motherboard. I was lucky that the hard drive wasnt damaged.
I can see the CPU alone being installed and locked into the socket, but the heatsink when at all possible, should remain separate to be connected when the board is no longer going to be subject to the potential G-Force Shock abuse of shipment.
However computers are shipped every day and many of them arrive without damage from transit. I suppose it comes down to roulette ... some will get through and be fine and others will be damaged, but my preference is to not have the heavy heatsink attached during transit when buying parts to build my own. If they are shipped not connected together there is less possibility of damage in transit from a shock of force in transit.