First of all, you need to know if you'll use DDR1 or DDR2. All i925-mobos and most i915-mobos require DDR2 (older Intel-chipsets like i865/i875 use DDR1). No current AMD-system uses anything but DDR1.
Most chipsets/memory-controllers support dual-channel. On socket A platforms this doesn't make much difference, and socket 754-systems don't support this at all. However any fairly new P4-system (i865 or newer chipset), plus socket 939 (AMD) supports, and will benefit quite significantly from dual channel as it doubles the bandwidth. You need either two or four sticks of RAM to run dual channel (except for socket A where you can run DC either using two or three sticks).
Don't focus too much on the RAM's rated speed/timings. Quality modules are usually versatile (meaning they will perform well over a broad frequency-range). Memory rated at DDR333 could in fact have the exact same chips as say DDR500 (hence the same performance). The performance and quality of RAM depends greatly on the type of chips used. You may have heard of BH-5 chips, which aren't in production anymore. These chips are the No.1 choice for most OCers, especially for socket A-platforms. Samsung TCCD-chips are still in production, and I recommend you buy RAM based on these chips. Their voltage-demand is lower than for BH-5, and I'll assume they are cheaper since they're still in production.
If looking to overclock, your mobo's vDIMM-capacity must be considered. If your mobo can deliver say 3.3 volt, you should be safe buying almost any RAM. If it doesn't go higher than say 2.7, you shouldn't buy voltage-hungry memory like BH-5. All RAM has a rated clock speed, certified timings @ that given speed, and the minimum voltage it will need in order to achieve that speed. Eg DDR400, 2-2-2-6, 2.6v.
Bandwidth isn't everything, performancewise. There are
timings as well, and they should be as tight (low) as possible. Eg. DDR400 could be rated @ 2-2-2-6 which indicates good quality RAM. However some systems (AMD) are more dependent on tight timings than others (Intel).
Concerning capacity most people go with 1 GB (2x512) nowadays, but if your budget is tight you could buy 2x256 first and perhaps upgrade later.
And finally, here's a link to RAM based on TCCD-chips:
http://forums.extremeoverclocking.com/showthread.php?t=132949