There's nothing generally wrong with water cooling depending on your skill and commitment to the building process. There's 2 ways to go with water cooling: an AIO (all in one) cooler, like this, or a custom loop, like this. The AIO you just follow the instruction manual and you're set, a custom loop you have to buy all the parts, all the tubing, all the fittings, and assemble it all yourself. You have to really know what you're doing.

My personal preference, however, is also to stick with air cooling. When an AIO breaks, the entire unit has to be replaced. When a tower air cooler breaks, its just the fan, which you can swap out more cheaply and easily.

OP if you live near a Microcenter, go check them out! They don't do delivery orders, but they are a goldmine of hardware and enthusiast knowledge, and their prices are usually pretty reasonable********.