I've secured various heatsinks (See my photos - Arctic Blizzard and C64 3D mod) by simply applying heat paste and "smudging" the heatsink into place. Whilst not exactly perfect, it does work, and it allows easy modifications without the risk of pulling IC lettering off.
Sometimes its a good idea (With this method) to use small blobs of hot melt glue between the heatsink and some neighbouring object, just to make sure the heatsink doesn't slide when hot, since hot melt glue (That is, the stuff that needs a few hundred degrees to melt:-) ) can usually be broken off when necessary.
Proper thermal glue is available, buts it’s about £35 a kit and non-removable.
So there’s:
Thermal paste (As above, usually a white paste)
Thermal contact pads (Foam pads, same idea as paste but a lot less messy - And they're reusable)
Thermal tape (As the name suggests, but I've never had any of it to use...)
Thermal glue (See Rapid Electronics and Loctite)
EDIT: The idea of using the thinnest layer of heat paste possible is OK (As in your case) so long as the two surfaces are perfectly parallel and flat (Getting heatsinks to bridge two components at different heights is a real pain). If they're not, great gaping holes are left where the component and heatsink are not in contact with one another. In this situation, making the heat paste layer thicker actually should improve things up to a point.
Hope that helps,
Hodgkinson.
