I dunno about Asus video cards, but my HD3870 from Sapphire has some standard goo on the GPU and a chewing-gum like pad on the memory and power regulation chips.
No problems whatsoever, if you put the card on your desk and lift by the cooler it will come off.
Same for the
SB cooler on the DFI board, and the
PWM stuff i wouldn't know how it is when new, but after a month of usage or so mine came off easy.