Depends on the applications. For almost pure gaming, 2666MHz is fine, Intel really doesn't make good use of ram speeds the way Ryzen does. However, there's always the oddball stuff, like Autocad and some video editing and compile apps that really do benefit from faster ram.
That said, if you look, faster ram also has (OC) next to it. That's a warning. CoffeeLake cpus native memory controller speed is 2666MHz. So any ram greater than that is considered overclocked. Consequently you may have to OC the cpu to give the memory controller enough horsepower to handle the faster ram and maintain stability. Of course with any OC there's no guarantees, so you might run 2800/3000 just fine at stock cpu levels, or it might baulk and give memory errors.
So for your system as is, 2666MHz will be as good as a guarantee gets, it's a 1:1 cpu/ram ratio. To get any sort of probability from faster ram you'd need not only a Z370 mobo, but a K cpu and at least a small OC.