Cooler Choice and Power Usage

Is there any difference in power usage by using a very good custom cooler compared to a cheaper one?

That would depend on the cooler specification. If the cooler meets the processor requirements, which is TDP (Thermal Design power), then there should be no difference. However, getting a good custom cooler can get you special features that a cheaper one cannot provide since it only meets the minimum requirements. If you have the option to get the good custom cooler, then it is definitively recommend as long as it meets the processors requirements.