Testing your RAM
Memtest86 and Memtest86+ -- bootable, tests basically all memory
memtester (on a running *nix system)
Memtester is a linux/BSD userspace program for testing currently unallocated memory.
When you can't easily afford to reboot into something like memtest86+ for a day to throughly test all RAM,
but still want a chance at finding a serious memory fault (...which, note may still trigger a kernel panic or similar anyway),
you can use tools like this.
Memtester will try to lock memory before starting its tests, which means you need to run it as root
(if it tries all allocation sizes down to zero, you forgot to do that).
It's CPU-heavy so you may want to run it via nice.
It's output-heavy, to the point where doing this via ssh may mean it's hard to stop once it's going. You probably want to redirect its output to a log.
In its most basic use it is probably not really predictable which memory it tests, and you should not test all memory at once if you like the host's stability.
See also: