W3rd, all you dudes got it.
It really does matter what you're doing.
Games can like higher bandwidth gained by higher RAM speeds.
Low latency DDR2-1066 is going to perform better then higher latency DDR3-1333 for gaming.
In all reality, you're going to be fine using DDR2-800 or DDR2-1066. Either one's fine, you're not going to visiably(sp?) tell the difference between the two.
Now if you were going DDR3-2000 over DDR2-800, you'd notice a considerable amount of increased performance. But not like you would with a better video card or CPU.
In fact, DDR3-1800mhz nets you between 3-10 more frames her second over DDR3-1333. And low latency DDR2-1066 outperforms DDR3-1333. So in the end, ubber spendy/high speed RAM can net you a good 10 frames per second performance increase over current DDR2 standards, but that's all.