Thermal compound is usually applied to a CPU's heat sink to allow heat from the CPU to be transferred to the heat sink more effectively. The most commonly used brand by PC enthusiasts is Arctic Silver 5, a silver-based compound that transfers heat extremely well due to it's metallic base.
iron
Does iron warm up when you heat it? Yes, yes it does.
Objects with a lower specific heat capacity (mass for mass) will raise their temperature the same amount with less energy input.
Silver. because silver is good conductor of heat.
No. Mass does not increase as heat is applied. Mass is the amount of matter in a body and cannot be changed by any physical or chemical process. Volume will increase when heat is applied.
Not particularly good, but adequate. Stainless steel cookware is normally copper plated to help spread the heat more uniformly, otherwise the heat will be more pronounced and somewhat locally, directly over the heat source.
The density of a fluid goes down (becomes less dense) when heat is applied.
Normally, materials which are good conductors of electricity are also good conductors of heat. This is because both electrical conductivity and heat conductivity is enhanced by mobile electrons, thus making metals both good electrical conductors and good heat conductors. However, I do not know if there might be an exception...
Heat goes up
In effect it does. Electricity applied to the heater produces heat. Heat applied to the thermocouple produces electricity.
Heat dissipation = (applied voltage)2 / total effective resistance of the circuit
it melts