ALWAYS. Especially if there is a rebate on it.
Unfortunately, cheap RAM appears to mean that quality control is low, ie. it's now done by the customer.
Astute readers of this blog may have noticed a picture of a failing memtest yesterday.
I had a bad experience with a 16GB kit. The manufacturer, Patriot Memory, is local to Silicon Valley, and was helpful. They let me get a replacement in person the same day. Unfortunately the replacement also failed memtest :-(
This Patriot DDR3-1333 16GB kit was only $89.99 at Fry's, with a $20 rebate, a price unheard of . The store took it back. I bought a DDR3-1600 kit from Corsair for $94.99, with a $10 rebate. I hope this one will work better and will pass memtest tonight.