Use memtest86+, but keep in mind it only tests for errors in the chips.
A stress test like Prime95 tests all your settings and overall system stability under full load. If you are looking for a quick test to see if there is a problem, Prime95 is it. The system will fail quickly with any slight instability or incorrect setting since it goes under 100% load. Most of the time computers barely get used past 50% load, so 100% is a very good test.