The errors might have been caused by low voltage settings for the RAM
When you start working with 4 sticks of RAM you often need to step up the voltage a bit.
What voltage were you using when running @ 1066Mhz? The data sheet suggests 2.2-2.3V. Even @ 800Mhz and 4 sticks of RAM I'd think 1.9-2.0V could help stability.
The performance difference between 800Mhz and 1066Mhz is really very small. A slight nudge up in CPU speed would be a better overall performance improvement.