Always use a thermal Void or Gap Filler or Thermal Tape to remove any air gaps between the heat sink and component. Without removing air gaps between the mating surfaces the heat sink will not be as efficient as air is such a poor conductor of heat.
EMI Thermal provide a range of product solutions :
T-P-2 Series Void Filler (1.0 W/mK Thermal Conductivity)
T-P-3 Series Void Filler (1.5 W/mK Thermal Conductivity)
T-P-6 Series Void Filler (3.0 W/mK Thermal Conductivity)
T-P-9 Series Void Filler (5.0 W/mK Thermal Conductivity)
T-P-Dual Series Void Filler with an electrically insulated carrier
T-T-0.25 A2 Double Sided Thermal Tape (0.8 W/mK Thermal Conductivity)