I'm not sure if I comprehend, any CPU you need Thermal Grease to keep your chip in solid form instead of liquid, if you meant is it necessary to buy premium Thermal grease Arctic silver 3 etc, then depends, if you're planning to overclock then definently yes, if not the stock thermal pad whould do the job.
I hate Computers! My Sapphire 9800pro core/mem speed won't go above 490/790. I really hate computers!