What I did with my 5600XT (annoying tiny little heatsink with fan) was to scavenge an old CPU heatsink (specifically a Taisol 733000 series, from my old Duron 750), and bond it on top.  I applied JB Weld cos I had no proper thermal epoxy, and didn't want to spend $15 on a product I'd only need once, however a real thermal epoxy's better I'm certain.
 
The heatsink blocks two PCI slots, and gets moderately warm in normal operation.  In typical desktop role and occasional leave-it-on-all-night sessions, it hasn't failed afaict.
 
I also don't do extensive 3D.  The Duron 1.6 takes care of that concern. :)
 
There are definitely VGA sinks designed for video cards, and I've seen fanless 5200s, so it's another option-- they sometimes sell them for the silent computing market.
 
If you don't mind the fan noise, also check with the maker of the card; sometimes they have lifetime warranties which cover the cooler.