Actually that brings up a good point: if the surfaces are rougher on the sides that aren't touching the cpu, it might serve as a mini-heat sink in and of itself. But then, we're talking about such small amounts of space, would it even make a difference?
The guy above nailed it on the head, though: Copper conducts so much better than the silver goop it is obscene. You want as much copper as possible touching the cpu, and that means as flat of a surface as possible.
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