I've just about 30 minutes ago or so completed the construction of my new AMD Phenom 9600 Quad, and I installed 4GB DDR2-800 (2x2GB Modules). I can confidently say (from experience with my old Athlon 4800 Dual), that 4GB ram on the system does make a big difference in games performance.
On a side note, my new computer, shows the full 4GB available, and I haven't even installed SP1 yet! I want to first run Futuremark Vantage so that I can compare stats between Vista and Vista SP1..