is this a good budget CPU?

If you want an all purpose PC with server 8 channel ram, 128CPU lanes, 7 GEN4 PCIe X16 sockets and able to run more NVMe GEN4 drives than anyone can afford, then the 3955WX is the only budget choice on the market.

That's a feature that seems to be something the board maker must implement. Asus WRX80E SAGE does work with ECC up to 2TB of ram.

What water cooling devices do you have that fit it??? Do the water cooling devices for the regular Threadrippers fir on this processor

Watercool Heatkiller IV PRO from Germany. TR/X399, TR/TRX40, TR PRO/WRX80 all three work with the Heatkiller block. I have a first generation TR/Asus X399 and a TR PRO/Asus WRX80E. With all copper or the Ni plated copper they both work. As you go up in the number of cores you may need larger radiators and faster fans.