Arctic Silver Thermo Paste is just one brand. There are many. Most stores that sell computers and computer components will have it like Staples, Radio Shack etc. You don't need much. Just a thin coating on the spark plug threads (entire length) is all you need. Don't load it on. It's not one of these 'If a little works, a lot will work better' applications.
It also comes in a silicone and a ceramic version. Not sure about the silicone but the ceramic is fine. It's called many things like Thermo Paste, CPU paste, Heat Sink Paste and Thermo Grease to name a few.
Now I have not tried this OCZ Freeze compound but it tests out very well and it is sold at Wal-Mart. This should work at least as well as the silver based compounds.
You're looking at around $5.00 for a small tube which is plenty for at least 4 spark plugs.
There are a few compounds desigend to set up or bond the 2 pieces (in this case the spark plug and the head) which you DO NOT want. But they are rare. I doubt you'll find the bonding kind and the packaging clearly states that it will set up and bond so it's obvious.