Thermal tape is usually sold with memory heatsinks. Basically it is heat conductive double sided tape and it works very well.
There is available thermal epoxy, I would recommend against it unless you have no plans on ever removing the heatsinks...and they will void your warrenty if you try to rma a card someone can tell you added heatsinks to.
Now...if there is no warrenty, feel free to use epoxy as well, just don't try to remove it or the memory chip will come off the card with the heatsink.
I consider thermal tape to be the best solution. Why? Because it's super thin, probably thinner than you could make an application of any A.S., IMHO. If you never want to change the heatsinks then I would use the A.S. type glue but that doesn't change that I think the tape is the best. I don't think zip ties or rubber bands make the contact even enough.