Even for pads that are heat sinks, you often have to 'window' the stencil, particually for QFNs'.. The problme is that if you dont', you'll end up with too much paste and it will dome under the main pad, lifting the part high enough that the pins on the edges wont' make contact.. If you get the ratio correctly, you'l have no voids, the part will align itself flat. If you are trying to put QFN's on HASL, then good luck to you. You'll need it. In our little fab, i refuse to touch PCB's that are not ENIG, or OSP. Theres just too much variablity. and even with big parts, it just makes stenciling harder, and less reliable.
We mainly do our own boards, being a cm must be a compelte dog of a job. You've got no control of really importnat design issues, that massively impact on yeild.