2GB 800MHz would allow for significantly more overclocking on most intel processors than 533 (which restricts you to a 1066 FSB for an intel processor, IIRC), and would be incompatible with 1333FSB processors (at least without an underclock).
Let me guess, you've got 2x512 533 and are about to buy 2x1024 800?
Besides, 2GB should be sufficient for a most tasks these days.