There are two types of products that you can typically buy - OEM and retail. Which one a product is, should be listed in the description.
Retail - comes with a full package, needed cables, manuals and such included with a fancy box - full priced
OEM - plain packaging with possibly bare component only with drivers no extras, may not come with cables or other things - cheaper
If you don't need the extras get OEM, if you need them go with a retail product as it might be cheaper to get everything at once if you would buy them all anyways. I buy almost everything OEM.
You see a lot of questions of worth around here... But the answer is different for everyone. For the parts I buy, I would rather save as much money as possible and go unwarrantied, planning to put the money I saved towards possible component failure. However, if you are purchaseing a just released CPU for $700 along with the just released graphics card for $400, then I would say that a warranty might be worth it. It depends on each persons own comfort level with risk.