2 cents worth. I agree that you're fine memory wise. Any time I've run memtest86 against truly bad memory, it wasted very little time finding it - even before the first pass is complete. If you made a dozen passes and found nothing, I'd say you're memory is fine.
As to your game lockups, knowing that it's not likely the memory, I'd look toward the graphics card. Memtest86 won't heat up your graphics card at all. Games, of course, do. I'd look at trying to add fans if you think it could be heat related. If you can add a side fan that blows over the video card, you might be good. A test would be to take off the side of the computer and just aim a small fan at the graphics card and play for a while to see what happens.
Make sure you have the latest video drivers of course.
A sneakier problem is a marginal power supply that drops voltage when the graphics card is in "suck juice" mode. (i.e., during games). This is hard to verify unless you just happen to be able to get your hands on a larger alternative one.
Case: Enermax CS-A106USB
P/S: OCZ OCZ700GXSSLI 700W
Motherboard: ASUS P5N32-E SLI
CPU: Intel E6300(idle 35C/load 39C)
RAM: OCZ Platinum Rev 2 DDR2 800 MHz (4 x 1GB) 4-4-4-15-T1 (2.1v)
Hard Disk: Seagate 2x250GB SATA ST3250620AS in RAID1
Monitor: Mitsubishi DP900u
Graphics: BFG GeForce 8800GT PCI-E
Sound: SoundBlaster X-Fi Fatal1ty
Speakers: Klipsch ProMedia v.2-400 4.1 speakers
Optical: LiteOn 16X DVD-ROM; Sony DRU-710A DVD-RW