oh, forgot to mention a few other things. they do not technically "release heat" per say, but instead it is transfered but actually the air that is picking up the heat energy due to it being cooler. if you now anything about physics then you'll realize that the most important thing and the only important thing is thermal conduction. think about it like this, as I said they do NOT give up heat. remember when something is heated up, the molecules become agitated, or exited and inturn excites the next in line. this is how the heat spreads. now, it doesn't release the heat, instead it excites molecules in the air and air in itself isn't great at conduction, so thats when forced convection is used (fans). another example, when you touch something hot what is happening is the excited molecules are transfering energy to the molecules of your body creating heat energy. put it simply, a cold heat sink is BAD. a hot heat sink is good. if its cold, its not conducting heat properly. might as well use a chunck of wood. if its hot, its conducting the heat.
in case someone argues the point of "what about when you feel heat without touching it" that is NOT heat dissapation. that is radiation, yes a form of heat but and VERY little impact. I'll look around for a sight to help explain this better, as this is actually not a simple topic and can be quite involved in explaining.