it's always good to have good paste around in case you need to change/clean the cooler or re seat it.
-most custom coolers come with a small amount (enough for couple of applications) in the box
-boxed coolers that come with the cpu-s usually have a small amount pre applied on the heatsink - single use. the problem is if it's very "old" - kept for long in storage - it can be hardened and won't offer the conductivity it's supposed to offer.