With the 800 MHz and that processor's 9x multi, you're set right up to a 3.6 GHz overclock (if you want). And quite often, those 1066 MHz sets are just 800's with more voltage and looser timings.
If you not that concerned about serious overclocking, the extra cost associated with the 1066 MHz RAM, compared to it's VERY SLIGHT performance increase, probably isn't what you're looking for.
__________________ i7 2600K | ASUS Maximus IV GENE-Z | GTX Titan | Corsair DDR3-2133 |