It depends on the bus architecture. Double memory bus support become common several years ago and you got better performance if you ran memory in matched pairs.
The new buses in the Nehalem boxes uses a triple memory bus, so generally you would get better performance with the memory in a matched triple pair, which is why they are sold configured this way with 3X1 GB or 3X2 GB.
The good news is that apparently you can run the quad MP with 4GB DIMMs so you should be able to run 4X3GB and get very good performance and have 12GB of memory.