Silicone rubber sealant, AKA RTV. Few people realize that it conducts heat about as well as regular thermal paste (but not as well as high-performance pastes, like Arctic Silver) and roughly twice as well as thermal tape. It also sticks better than thermal tape, but unlike epoxy it's still fairly easy to cut to remove the heatsink if necessary.
Silicone grease is not a glue, and I once saw a heatsink stuck to a CPU with grease eventually slide off even though the CPU was almost perfectly horizontal.