I built an 86 watt load recently for power meter accuracy check / calibration. Three 500 ohm resistors with 120V going through them.
To cool it I mounted them on a solid copper heatsink meant for server CPUs. I initially tried to solder the resistor casings to the heatsink, but it didn't work. I would have screwed them down, but I didn't have a good drill bit for making the holes. So I applied thermal grease, wrapped the resistors down with wire, which I soldered to the screw mounts on the corners. I attached the mains wires, applied heatshrink and electrical tape liberally for safety, then added an 80mm, 2800RPM fan (powered off a 12V boost regulator from USB).
I don't have a picture of the finished product on hand (and it's a bit of a mess to be honest, though it does give an exact 166.65 ohms across a wide temperature range), but I do have a picture of the heatsink:
Despite the heatsink and fan, the resistors can still reach 70C after just 10-15 minutes of running and it continues to increase logarithmically the longer you run it.