There is no sheer difference in gaming performance with faster RAM. If anything, there is about a 3% performance boost going from DDR2-800 to DDR2-1066 which really isn't noticable to the human eyes/reactions
If I were you I'd go with th 2x2GB DDR2 RAM. It's alot cheaper, and should serve you well until you do your next upgrade. It should also be faster than 2GB DDR3 RAM because there's 2X the RAM.
it depends, do you have hardware that you can overclock more with faster ram? or planning to upgrade hardware that might require you faster ram to get the best oc out of it? if yes go for faster ram but if no i would just stick with 800mhz 4Gb