@ejn63​ thanks. I couldn't tell from the pictures if the SSDs with heat sinks would be too big. I suppose I'll order the Dell thermal pad. It's only $10, fortunately. 

I decided to get the 2TB Crucial T500 SSD (without heatsink). It has received very good reviews in terms of performance/speed, and also runs relatively cool compared to other SSDs. I ordered the Dell heat thermal pad:

https://www.dell.com/en-us/shop/dell-thermal-pad-for-2280-solid-state-drive-for-alienware-m16-r2/apd/412-bbjk/pc-accessories

I installed a Crcucial T500 and a Dell Thermal pad (heat sink). Also note that the two screws needed for the new SSD are already in the laptop. I wasted time and $ looking for the very hard to find screws and they turned out to be there already. 

I recently got the second SSD thermal shield/bracket from dell, and they already mentioned that the screws come with system, the shield is standalone

@randyman​ how are you liking the t500 in the m16 r2 after a few months of usage? 
I’m looking at doing this as well. 

@GreatWhiteDave​ Works great. When I did my research last Summer, it was one of the fastest and least hot running SSDs. So far, so good!!!

That’s great! I’ve been reading up on all the current ssd options and it’s still one of the best. I think I’ll try it out as well. 
Thanks!