Mica was the traditional material, but thin plastic spacers are now common.
One used to be able to buy them at Radio Shack as part of a mounting kit with a small tube of grease.
The spacer must be an electrical insulator, coated with thermal grease on both sides to ensure good thermal contact.
Without grease, there will be small local gaps/bubbles at the interface which will not conduct heat well.
Sil-pads combine those two functions.