A fun thing to try is using a modern low-end CPU (latest i3s, Pentiums, Celerons) without its cooler. Not advised by Intel, of course, but you might get into your OS of choice even before it starts throttling. I'm somewhat comforted by the fact that a CPU automatically powers of once it reaches something above 100 C (103 maybe?) and throttles a few degrees before that. Those temperatures shouldn't leave the silicon damaged.
In practice, thermal paste is a must. If you don't like those (I personally don't, they get everywhere by accident and can be tough to remove), try getting an IC Graphite Thermal Pad which is reusable and rivals really good, if not the best thermals pastes, according to the limited number of reviews I've seen. I think that its practicality beats better results in non-highest-end applications.