I'm just putting together a new system, and I noticed that no thermal paste came with the Intel Quad core processor I bought - just a few tiny strips of grey something pre-placed on the copper of the stock cooler. Is this normal, or do I need to go buy some goop?
Those "few tiny strips of grey something" are the factory thermal paste. If you're not overclocking at all, you should be fine to just use the stock cooler. Just be sure to follow the directions closely. It seems a lot of people seem to have problems installing the stock coolers, but it's not that bad if you follow the instructions and install it while the motherboard is outside of the case. That way you can ensure that all four pins are fully seated.