yeah, 800 is faster than 400
but it depends on components and applications ---> it is hardly the memory at any speed which is the slowest part of the system. Say if you use photoshop with large files, it may be better to have 4 gigs of the 400. Just for simply stuff... office and web browsing the 2 gigs of 800 might be better.
we could also get into the whole 32bit OS not seeing all 4 gb too. There is hardly ever a clear cut answer to such a simple question