When I plugin Vengence Pro RAM on my new build, should I manually set the RAM to 2933? If I don't, auto puts the RAM at 2133, and if I XMP1, it goes to 3200. Should I just set it to 2933 and walk away from this confusion?
Well, although I'm a long time contributor, I'm defo not an expert Instead, I'm a keen enthusiast like a lot of us on here.
In terms of your CPU, yes, your CPU is matched with 2933mhz ram, as that is the default max supported by your CPU. However your motherboard will have much broader ranges for ram supported, and if it's a new one, the mobo will support ram up to possibly 4000mhz speeds(I'm not sure what mobo you have so can't tell you for sure.)
When you run it on XMP, the CPU will be able to take advantage of the extra speed, and reduced timings. This will increase performance (application dependent on how much of a boost)
The best way to illustrate that to you is try both speeds and run a simple test to determine how the faster speed and tighter XMP timings effect performance over the 2933mhz. You will see an uplift. With that said, 2933mhz v 3200mhz won't yield huge differences, but difference nonetheless.