In my case with my HCNC kit, I received one long piece of metal as my heatsink. I simply screwed this directly onto the back of all the chips with metal screws, so they are not isolated. I've had no problems. Just make sure the heatsink doesn't directly rest on the PCB itself or touch any of the leads coming out of the chips.
When installing a heatsink (I have a nice aluminium finned job) do I need to electrically isolate the driver chips from each other?
Unless I take steps to electrically isolate them the cases of these devices will be connected. Is this a problem?
Marty, No you shouldn't have to isolate them. The contacting surface will either be non-conductive (doubtful), floating, or ground (most likely). This will be the same on the whole board, so as long as you don't accidentally attach / touch any power to the heatsinks, you will be fine.