When buying a computer system that's pre-built, there's not much you really need to worry about apart from it working as soon as it's plugged in. When building your own however, there's a lot more involved from choosing the right components and importantly keeping it nice and cool.
To keep a system cool it's not just a matter of finding the right CPU cooler and fans, but a vital choice lies in what thermal paste is used. This ranges in what materials are invested into the product such as silver or diamond and the price for the particular paste and obviously what your budget allows you to purchase.
Arctic Cooling have developed their MX-4 paste based off of its predecessor; MX-3 but with a few improvements, which mainly include keeping similar performance as the MX-3 paste whilst keeping costs to a minimum and have easier spread-ability.