On the newer "C" model chips (p4 3.0C) is it better to leave the little black sheet thats stuck onto the bottom of the heatsink on, or remove it and use thermal grease, or a combination of both?
the stock thermal pad (the black square) will do fine if you're not overclocking, but if you want to get some better temps, remove that pad (use a plastic spoon or something, to avoid scratching the base) and pry it off... clean off the goo left behind with some acetone or high purity isopropyl alcohol to remove all residue, and then thermal paste away. If you're just running your computer stock, the thermal pad is fine, in my humble, and honest opinion.
Intel takes care of you as far as thermal solutions go.