Agreed, heatsinking through the plastic part isn't going to be very effective, hence the reason why for serious heatsinking these SMDs, it must be done through the copper of the board, like this:
![](http://d165hncn3zle18.cloudfront.net/sites/default/files/solutions/NC_surface.jpg)
Of course, that will only be possible if the board has the requisite pads and space around the component (as indicated here by the silkscreen):
![](http://i.ytimg.com/vi/_Th-y1vV8gw/maxresdefault.jpg)