Not having access to the heatsink is not a major issue to most people because most people don't realize that computers (especially laptops) have more in common with cars than they do with refridgerators. Computers-laptops in particular-need regular maintenance. This is particularly true of many of the dirt cheap and ultra high performance laptops that've been sold in the past few years; many of those have P4s (because they're cheaper than mobile CPUs, and because up until the introduction of the Pentium M, they were faster), and the P4 puts out a considerable amount of heat (anywhere from 50-150w+).
Now, laptops obviously cannot pack a desktop-sized heatsink inside the chassis. For mobile CPUs this isn't really necessary- the true Mobile P4s (not the newer ones with HT- I'm talking about the ones that topped out at like 2.4GHz and never got past a 400 or 533 FSB) and the Pentium Ms don't put out anything like 50-150w of heat... they put out 35 or less...
But keeping desktop CPUs cool in laptop chassis requires significantly more work... my Dell XPS has 3 heatsinks for the CPU (one in direct contact with the P4's IHS, 2 more on either end of the back of the chassis, connected to the CPU via heatpipes), and my Sager has a huge (~4x6x1/2") copper heatsink in it. By way of comparison, the heatsink in my mother's old Asus notebook (which has a 2.0GHz mobile P4) is about 1" square and 1/4" high.
Either way though, you have a much smaller surface area than you do in a desktop. More importantly, you also have a much lower profile heatsink, which means that the frontal area of the fins is much smaller. These two factors make notebooks more prone to overheating than desktops... the fins clog with dust faster due to the smaller frontal area, leaving less room for dust to collect before it significantly reduces airflow through the heatsink, and the heatsink itself has less heat dissipation capacity than its desktop counterpart would, leaving less overhead for situations where the heatsink experiences reduced airflow.
What this means to the consumer is that it is advisable (and indeed required) to clean the heatsink in the notebook regularly. How long you go between cleanings depends on the specific notebook and the environment that it's kept in. Because my notebooks are P4 based and put out ridiculous amounts of heat, I clean them once a month. My mother's Asus can go a good 4-6 months between cleanings (less now that my sister has discovered that she can play The Sims 2 on it).
Now, there are two ways to clean a notebook's heatsink. The bad way, and the good way. The bad way is to use canned air to blow air through the heatsink. This will dislodge the dust, but more often than not it remains trapped somewhere in the fan, duct, and heatsink assembly within the notebook. Furthermore, doing this incorrectly will result in the user spinning up the fan way, way beyond its operating range, cooking the bearings and destroying the fan. And then they'll need a new fan before they can use the notebook again (at least without damaging it or having it shut off every few minutes).
Admittedly, canned air is better than no cleaning at all, but it's much better if the notebook has a CPU access panel the way the Sager and the Asus do, so you can just pop the heatsink out, wipe off the thermal compound, rinse the heatsink out with water, dry it out using a blowdryer, canned air, or just by letting it sit on its side for a day or two, and then put it back into the notebook with a fresh layer of thermal compound, preferably high quality stuff like Arctic Silver 5...
I used to moderate the cooling and power supply/case modding forums on a fairly good size tech site guys... my areas of "expertise" are laptops, cooling, case modding and power supplies...
//Edit
Oh, and you couldn't PAY me to buy or use an Alienware laptop.

I'd rather get a better, faster notebook from Powernotebooks or PCTorque for much less. The first Alienware laptops were exactly the same as the Sager NP5620 that Powernotebooks and PCTorque sold at the time (Sager and Alienware used the same OEM- Clevo- for a while; Alienware has since switched to Compal), and the new Alienware laptops can't touch the big (and I mean that in the most literal sense possible- my mother just got a NP9860 last week and it dwarfs my XPS) Sagers for expandability, upgradeability, or power* (don't quote me on the power part... I haven't looked at Alienware notebooks in detail in something like a year)