I cool the mosfets, clock generator (when I know where it is), and the north and southbridge.
The big problem with mosfets is they are all over the board usually. they also don't lay in one direction either, they are sometimes angled and as someone else has already said, they are sometimes packed very tightly inbetween other compnents.
For the new style mosfets (smaller ones) and the old ones, I found bga ramsinks work perfectly. I use the old style vga ramsinks on longer components like the clock gen. My Gigabyte has sinks on everything I could find. I figure it can't hurt and with ramsinks it only takes a short amount of time to do with AS Epoxy.
With chrome or copper sinks it looks pretty awesome too