We have been using vias without thermal pads for some time now, and have
had no problem at all.  To my knowledge our fab vendors did not even notice
the difference.  

Due to our heavy use of smt, virtually all our boards are 100% or 99.99%
surface mount, removing the thermal pad and connecting our vias directly to
the plane improved the emi-esd characteristics of our boards.  It has been
a good deal all around.

In addition to this, we have also reduced the size of our anti pads.  We
were having problems with signal quality due largely to "impedance bumps"
which would occur when a trace passed a pad with a large anti pad.  This
was because as the trace would pass over the anti pad, it would suddenly
not have a ground layer to associate to.  To cure this problem, we have
reduced our anti pads to a size where when traces pass by at minimum distance,
there is adaquate coverage by the associated layer.

my two cents worth...
Ken Barrett
Cisco Systems
San Jose California
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