There's a thermal compound out there on the market called Liquid Metal, made by Coolloaboratory. The manufacturer has said that the product should only be used with copper heatsinks, and not aluminium ones. Why? Well if you use the stuff on an aluminium part, you'll soon find you're left with a lot less heatsink, as a member of french site Nokytech discovered.
The pictures say it all, except perhaps what actually makes up Liquid Metal. Sufficient to say, perhaps best to stay away from it, especially if you have an aluminium heatsink.