..does it come with thermal paste already applied? Just got my E6600's heatsink out the box and it doesnt appear too, but I always thouhgt it would. Would I be able to run it without or would it get far too hot?
If you run without some sort of TIM (paste or a pad) it'll most likely kill your CPU. Don't ever do it. It should have came with some, although it wouldn't be pre-applied. If there's none in the packaging, go to a local computer shop, you should be able to buy a small ammount for a couple of quid.
It's just that in the instructions for mounting, and all the literture that comes with it, there is no mention of thermal paste, which leads me to believe there is some form of pad or something pre applied. Bah, I'll just buy some. Will prob need some in future anyway.
If you flip our heatsink over, a thermoconductive patch should already be cold-applied at the center of the contact surface. Otherwise, the patch or paste is boxed with the assembly or already attached to the processor. If it is absent altogether, you should contact your retailer and ask about it; and find an aftermarket solution (i.e., Arctic Silver). You can still attach the heatsink to the processor without a cooling patch/paste, though it's cooling capacity will be poor and may violate your vendor's processor warranty for improper installation.
The Intels I know come with it already on, 3 stripes on the copper core. If you're going to use the stock fan for a while, get some Artic Silver 5 and put that on, it will be a lot better.