no offence but is this a joke? if you have an FX series processor you should know the answer to this question. YES. thermal paste is required to make effective heat transfer from the cpu heatspreader to the heatsink and away from the processor. without it you can easily fry a cpu.
You don't need to use thermal paste if you are using the stock heatsink, as it should already have a layer of thermal paste on it, but you should check just in case. But you do need something to tranfer the heat from the CPU to the heatsink.