We've just released MemtestCL, a dedicated memory tester for OpenCL-capable GPUs in the same vein as MemtestG80 for CUDA-capable GPUs. In particular, this means that owners of ATI OpenCL-capable GPUs (the Radeon 4000 and up) can test their GPU memory as well. Binaries for Windows and 64-bit Linux are available, as is (LGPL-licensed) source code for those of you interested in doing additional development work (for example, GUI frontends).
Note that you must have an OpenCL-capable driver and runtime installed on your machine for this to work. For Nvidia, this means a 195 driver or newer; for ATI, you need the Cat 9.12 or newer video drivers, AS WELL AS installing the ATI Stream SDK (http://developer.amd.com/gpu/atistreamsdk/) - for some reason the OpenCL runtime does not come with the video driver. Incidentally, by installing the Stream SDK, you can use MemtestCL to test your CPU memory too.