Not going to be overclocking it anytime soon.... my old GPU was nearly fried when we OC'd everything (for god knows how long.... 6+ months?) in the past... Just looking to play games i couldn't previously.
They come with pre-applied thermal paste, and it will work absolutely fine without applying your own paste.
Doing this would also void your warranty. Overclocking only poses dangers when you are hitting the thermal limits for your card. The GTX 660 can overclock quite well before it reaches close to the thermal limits even with its OEM paste.