If you think any particular grease is going to cause your CPU to run more than a few degrees Celsius cooler than any other grease, though, then assuming the grease is properly applied, you're dreaming.
Is fancy thermal goop as good as the manufacturers would like you to believe, and as various Junior Overclockers do believe? Nope.
Is it, therefore, a complete waste of money? Absolutely not.
Just be aware that it's not magic, and don't expect the most expensive stuff to work very much better than generic grease.