Sorry, was in a bad mood earlier. I re-read your post and I've got more info for you.
If all you're planning on doing is pulling off the stock VGA heatsink and replacing the stock thermal grease with new thermal grease, 99% of the time it's not worth it.
HOWEVER if you feel you NEED to do it, a lot of the time you can get away with re-using the thermal pads that attach to the memory. The adhesive usually isn't very good and will pop off cleanly. Those thick stock thermal pads are fairly useless as far as cooling the video ram chips anyway. The problem is that without them, the copper/aluminum base of the crappy stock heatsink won't make a flat bond with the ram chips. If you rip even one you'll have to get ALL new ones so they're the same thickness. And no, you can't use ceramique or AS5 for video ram, because without the thickness of the pads you'll place too much pressure on the GPU chip.
The best thing to do if you want better cooling for your video card is to get an aftermarket heatsink. Otherwise, seriously, just leave it alone.
-z