Guys, I use this stuff (ebay item no. 121155304226) for all kind of sealing, potting, fixing components... It is some kind of thermally conductive RTV silicone. I don't know about it's thermal properties, but all other are great
It's cheap, it's thick but flow nicely, it stick to all kind of materials but can easily be removed if needed.
Two pictures showing how I sealed wires to a CCD chamber: