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You'll find a hundred different answers to this question, but I'll give you mine, which comes from my personal experience. I usually by mid-priced RAM, and rarely have had problems doing so, I've got associates who buy the most expensive they can find, going on the "more expensive is better" theory, and I know others who only buy a particular brand. My advice is this, take into consideration how mission critical the box you are building is. For example, the PC you use at home to goof around on the net with is not nearly as important as the fileserver box at your office. In my experience, with all other criteria being the same (size, speed etc) I've not seen enough difference in different brands of ram to make it worth my while to worry about.....
I agree with MrSmee 95%. I bought 2 128MB stick of generic, no-name memory before and had to send them back 2 times before I got 2 that worked and then a 3rd time before I got two that worked when they were in my system at the same time. So my advice is not to worry about which brand so long as you actually get a brand. Also don't forget to check for a lifetime warranty. This is just my $.02 of course so you don't have to listen if you don't want to.
I've been buying generic ram for years @ oem stores in atlanta. I've had a problems with exactly 1 stick of ram, and that started happening after it had ran fine on one machine, sawped out into another, and then ended up on a third machine, after about 2 years. I HIGHLY recomend buying good name brand ram for mission critical boxes though. ECC if possible. The speed is not really a reason, but cheaper ram tends to have more defects that can in some cases cause aplications to crash. On the system that had bad ram, running make world on my Freebsd box would always cause make to die. But the rest of the system ran fine... One more thing, Memtest86 is a GNU program that tests ram, that works really well. You'd be surpiresed that the errors that it will find on ram that's been running fine for a while. Thats my $.02.