Memory is a result of your vendor. Assuming you have a server class machine (a la on the HCL) the memory that's included with your server is ALREADY fully tested, been through a battery of tests, and is guaranteed to be the best quality, which is why server machines cost more, better components.
Memory coming from Viking or Kingston are reputable, any other manufacture may not be. That's why so many vendors are picky about where you buy memory, and only buying additional memory from the vendor for their machine is the only way to upgrade, because they can account for the reliability.
Barring this, even standard memory PNY, Corsair, Crucial, etc.. are still good, and you shouldn't need to test it. Most computers include a basic memory test which is sufficient. And even those are done with 48 hour burn in and any problems will occur long before you get the memory.
In short, memory test programs are not necessary if you buy good memory to begin with.
