iv never seen any thermal sticky tape advertised, although i have no doubt there is some out there somwhere. If you cant get any perhaps it might be worth trying what I did.
I had a similar scenario (wanted to put a heatsink on a stock tamiya esc), i made up a paste of araldite and thermal compound (in my case i used this stuff http://www.dealextreme.com/details.dx/sku.4593) and in all fairness it worked very well.