I do think they should be warm/hot. It all depends on yield, manufacturer, etc but it seems some memory runs hot all the time, and some runs cool to the touch. My GF4 Ti4200 has 3.6ns Hynix memory I believe, and I run it at 600 MHz DDR all day, and it's fine. At this speed and at stock it's pretty warm. I had a 128MB GF4 Ti4200 with 4.0 ns memory (I forget the brand) and it ran cool to the touch even at 550 Mhz, which it topped out at.
Basically if your Ramsinks are warm, then they're doing their job and were probably necessary on that card, whereas some cards don't need them and others have them when they don't need them. That's how I see it anyways; I don't think it should be any worry to you (unless you're getting artifacts on your screen, of course).