I have an Exos, and it's been through socket A, 478, and 939, all three seperate adapters. As far as ease of use, Koolance does a wonderful job of making each adapter work very well with whichever platform it's being used on, easy to install, screw it down until it clicks.
As for performance and conroe, I couldn't tell you, but if I were able to build a conroe system like I would love to, I wouldn't think twice about it.
If I was planning on serious overclocking, however, I wouldn't use it unless I got a PC Power and Cooling 1000 Watt PSU. Right now I'm doing some moderate overclocking in a system with 8 hard drives and a 7800GTX, but if I was doing SLI or trying to hit some speed records, I'd want to power the water pump seperately from the system with my 550W PSU just to be sure I had what I needed.