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No, "we" obviously don't know. Intel actually uses very high-quality TIM. It is true that there are better TIM products available on the market and that they *can* make a difference in cooling. What is all comes down to is whether you need this extra cooling and are willing to pay the premium for it. While I am at it, no, this isn't open for debate; I will ignore any responses doing so.
Ok, I know that this wasn't really the issue that you came here to talk about. What you are referring to is the INCREDIBLY BAD (IMHO) decision that Intel made in choosing to use TIM, instead of solder, to connect the die to the heat spreader (what you refer to as the lid). The fact that this TIM is (yes, it is) high-quality stuff really doesn't matter; it is not as good as solder. While Intel argues to the contrary, it has been shown over and over (check the Internet) that this can cause heat transfers to be slower and can result in higher and much more-volatile temperatures.
While delidding is definitely going to provide for better cooling, it has to be done right and there are a lot of things that can go wrong. Since, as Al has pointed out, delidding will void your warranty, you need to be very cognizant of the implications of your decision. I have no data on success rates, but I would think that they are not that great...
Hope this helps,