Thanks for this thread, everybody! I just replaced the thermal paste in my late-2008 MacBook Pro, and couldn't get it to turn on. Without your tip about the keyboard cable, I don't know if I would have figured it out. But after really wiggling the cable a lot, I got it to slide in just a bit more, so that it wouldn't come out once the retaining clip was locked.
After that, it turned on and everything is hunky-dory. Initial results show that it's easily running 20+°F cooler at rest than it was before I replaced the paste.
Thanks again! 🙂