I personally would always choose my own thermal compound. There are many different manufacturers for them out there, my personal favourite is "Arctic Silver 5". You can do some research on that though, to see wich one might fit you best.
As far as videos go, there's a ton of them on youtube. Just do a search on youtube, you will find great tutorials to that topic.
Due to the unique shape and sizes of the particles in Arctic Silver 5's conductive matrix, it will take a up to 200 hours and several thermal cycles to achieve maximum particle to particle thermal conduction and for the heatsink to CPU interface to reach maximum conductivity. (This period will be longer in a system without a fan on the heatsink or with a low speed fan on the heatsink.) On systems measuring actual internal core temperatures via the CPU's internal diode, the measured temperature will often drop 2C to 5C over this "break-in" period. This break-in will occur during the normal use of the computer as long as the computer is turned off from time to time and the interface is allowed to cool to room temperature.