Faster memory can give you more stability and in some cases greater overclocking headroom. However, this can yield a system that needs more tinkering (trial and error) to get things right. Faster memory also often uses a higher number of clocks meaning more are needed to achieve the same operation. Memory with lower latency is considered more desirable than higher latency memory, but higher latency memory is typically more over-clockable due to its greater bandwidth capability.
You should determine what OC you are looking for and buy the memory most suited to achieve that speed. This may not be the fastest available, so having the fastest memory isn't best for every situation.