One of the most valuable tools in the PC hardware technician's bag is Memtest86+, a program whose primary purpose is to find intermittent errors on PC memory. It's a great way to burn-in new hardware and confirm that it works as expected.
You can download Memtest86+ directly from its website at http://www.memtest.org/ and create a bootable CD to run the program. Note that it's now included as one of the boot options for many Linux distributions, both on the installer media and when starting the OS normally too. Any Ubuntu installer CD, for example, will include the Memtest86+ current when that version was released. Generally, if the program does not fully recognize your CPU hardware information, you probably need a newer version ...
