The stock pads on the HSF's should do the trick. Millions of PC's out there use them. If you're OCing or looking to lower temps, look to an aftermarket thermal compound.
For stock, I wouldn't sweat it. If properly seated and installed you should have nothing to worry about. The sky isn't falling if you didn't scrape off that pre-applied pad and used say Arctic Silver 5.
If there wasn't a thermal pad on your heatsink, your computer should more than like shut down fairly quickly after boot due to overheating.