I7 920 CPU doesn’t come with thermal paste for the cooler

I don't think it makes any sense to replace the stock thermal paste. At most, it would make a two degree difference. And the stock thermal paste comes perfectly applied.

100% pure alcohol works well to purify the surface after removing the thermal paste. You can also use it to remove the thermal paste itself. If you use anything else to remove the bulk of the paste (like Windex or citrus cleaner), use alcohol to remove any cleaning residue. Don't scuff the surface by rubbing and make sure there's as little "tinting" (discoloration due to residue) of the surface as possible when you're done.