Prime95 is only worth while for stressing the CPU. It will find obvious memory errors, but there are so many things that can cause serious instability that nither Prime95, nor memtest86, nor any other single program, will ever find.
I've rarely had to replace memory that got errors with memtest, becasue most of the time the memory is not defective, just set improperly. Memtest86+ test #5 also gets memory hotter than anything else I've seen. This is important because memory can produce errors if it gets too hot and I regularly run my memory in excess of 3 volts.
Typically, I'll run 3 instances of Prime 95 simultaniously, each one doing a separate test, for at least 24 hours. Then I will run about 50 passes of the standard memtest86+ test, then at least 2,000 passes of test 5, then one full pass of all tests. Then I will stager as many instances of SUPER PI as memory allows, so I keep the CPU at a constant 100% load and make sure the memory is stressed as much as possible (both in ammount used and keeping that under constant use). I will usually keep Super Pi running for about 8 hours constantly this way. Then I play many games which are said to be inherently unstable, but which really are not (BF2 comes to mind, I've had it in one game for more than 16 hours straight, playing on and off for about 8, without a crash). Any crashes, bluescreens, or errors of any kind tell me the system has a problem somewhere.