Recommended
Raspberry Pi 3: Extreme Passive Cooling
Why people recommend it
A methodical comparison of Raspberry Pi 3 heatsinks under load, showing that the tiny stick on ones sold for the Pi do very little.
Watch for: slow delivery, but the test method is reusable
In their words
Copper Plate hest sink comparing with cpu cooling fans
tlfong01 on raspberrypi.stackexchange.com, Dec 2019. CC BY-SA.
Edit: I've just found this video showing a very effective heatsink solution: Raspberry Pi 3: Extreme Passive Cooling.
Fabian on raspberrypi.stackexchange.com, May 2018. CC BY-SA.