I always do that as they usually have that grey skicky pad stuck between the H/S and chip. Mind you, I don't normally bother doing it until I give it a 'de-fluffing'.... The 4870 chip does run warm though.. If I keep my fan at stock (which apparently is around 25% fan speed) the temp idles at 78c (80c load)! Using the Catalyst drivers though, I raise the fan speed to 35% and it drops to 42c idle,45c load, so nots so bad.
I'm not sure about the 4870X2 fans but if they are anything like my model they are loud and I mean loud. At 35% it's not so bad but any more and phew, it's a helicopter....seriously... and I don't really mind hearing fans as long as they're not too loud.
Anyhow, a small price for the performance gained..