What were those solder-in, screw-mount copper slug heat spreader/sink things? I can't remember the name of 'em...
You can get vias plated shut (mostly in small sizes), you can also fill them with solder (harder to do with a paste reflow process, mind), both help significantly (~2x or better) with thru-conductivity of the board.
I suppose a lot of large (>40 mil?) vias, closely spaced, would be a moderately effective heatsink, but I'd rather use the drilling time to make a better thermal connection to a more massive heatsink, I think.
Tim