After a review of the deformation (star product) approach to quantization, treated in an autonomous manner as a deformation (with parameter ħ) of the algebraic composition law of classical observables on phase-space, we show how a further deformation (with parameter β) of that algebra is suitable for statistical mechanics. In this case, the phase-space is endowed with what we call a conformal symplectic (or conformal Poisson) structure, for which the bracket is the Poisson bracket modified by terms of order (1, 0) and (0, 1). As an application, one sees that the KMS states (classical or quantum) are those that vanish on the modified (Poisson or Moyal-Vey) bracket of any two observables, multiplied by a conformal factor.