Well the Pentium that didn't have any gold IHS (nowadays it's aluminium or copper ? Correct me if I am wrong) had a ceramic IHS
But it (ceramic) wasn't that effective at spreading the heat, so they went back to metal heat spreaders.
At one time they went with DoD cooling (the CPU's die being out in the open and making direct contact with the heatsink) it was very effective but that was rather risky as if you either screwed up the heatsink mounting, you could crush the die.
So they went back to copper (according to some Intel datasheets, they use nickel-plated copper heatspreaders) spreaders, some had the die soldered to the die some had thermal paste in-between (the CPUs that had a metallic IHS and paste in between the die could be "delidded" to either convert them to DoD or repast the die but since Intel switched back to soldered IHSes it's no longer possible)
AMD for the other part, I belive they went DoD with the socket A Athlons and derivates but they used since soldered heat spreaders (exception of some Athlon 64 chips)
Proud owner of a Shuttle HOT-555A 430VX motherboard and two wonderful retro laptops, namely a Compaq Armada 1700 [nonfunctional] and a HP Omnibook XE3-GC [fully working :p]