After quite much searching after a suitable cooling solution for the stepper drivers i found those 15x15mm alu heat sinks and some small 10x10mm ceramic coolers to put on the underside of the board attached with adhesive thermal pads.
If the come loose i might add some epoxy to the edge or get some thermal glue.
Parts from http://www.farnell.com via http://www.microkit.se
430-6557 FISCHER ELEKTRONIK – ICK SMD E 15 SA – HEAT SINK, FOR SMD, 27°C/W
189-2470 AMEC THERMASOL – MPC101020T – HEAT SINK, CERAMIC 10*10*2 STD ADHES
121-1706 FISCHER ELEKTRONIK – WLFT 404 14X14 – THERMALLY CONDUCTIVE FOIL, ADHESIVE
Xztraz Projects 
Hey, I would also like to use those heat sinks for my stepper motor controllers. Could you post the supplier websites?
Updated post. I havent got so far in the build to try them out yet but they seem ok
Thanks, ordered all of them from Farnell. Best of luck with your 3D printer!