Should we use heat paste?

Not necessarily. Theoretically heat paste is a help to get better heat contact. However, if you do wrong when assembly, then the use of heat paste would cause you more inconveniences as well as reducing its function. So, what is the right assembly way: the knack is to make sure the heat paste is to be very thin, flat spread averagely and very firmly(-technique required) attach to the bottom surface of your heatsink. There is a potential problem: in the beginning of the use, the effect is indeed better then without, but after one year when the paste is getting hard, it doesn't have the function. On the contrary, it blocks the contact between CPU and heatsink bottom. Result? Incredibly terrible!!