This is true.pants!:Crucial.com is the way to go unless you want to take the risk (I have been burned several times by the cheap stuff from Pricewatch vendors).
I'm lucky in that where I get my RAM will let me try the cheaper stuff and if it doesn't work they'll exchange it for the better make. I've had one occasion with a friends computer it needed changing - and once where it was OK. Even when it was OK though I had to switch the memory around in the banks to get it stable. It's not a game worth playing if you don't know what you are doing.