Prime 95, Test 3 will put a good beating on your RAM. Run it for a few hours (Test 1 really heats up the box..) to make sure your temps are stable. Then fire that sucker up and go to bed. It'll log any errors for you.
As far as RAM speed - It depends on your system. Some motherboards don't like being run faster than 800 Mhz on the memory (400x2). Or they'll run at X speed for 2 sticks, but won't drive 4 to the same speeds. So when you upgrade to 4 DIMMS, sometimes you have to turn the memory clock down in order to get a stable computer.
Also, on many boards, upping the Front Side Bus to overclock your CPU also overclocks your memory at the same time. So you'll want to check how fast you're *actually* running. For example, setting your RAM to 800Mhz (400 x 2), and then Overclocking the FSB from 266 to 333 will often force your memory to run upwards of 1000Mhz. Again - Your RAM modules and/or motherboard might not like that. So you'll want to do the math before you overclock. A conservative approach would have you UNDERclock your RAM, then bump up your FSB to get your processor running stable where you want it, check how fast your RAM is actually running once that's done. Then you can adjust your memory from there.
We won't be able to be more specific without the exact details. What motherboard? What processor? What memory? What are your voltage settings? etc etc etc... Screenies, if possible