Keep in mind, that more DIMMs == more chips (generally), and that increases both the capacitive loading on the memory signal lines (which means that it is more difficult to run at higher frequencies, although you can increase the voltage slightly to compensate), and also more DIMM == more power, if the mobo's DRAM power-regulation circuits don't have enough headroom, more power draw could make the power supply unstable, which could cause memory problems too.
Plus, of course, leaving some DIMM slots open for potential future upgrades is a good idea too, although you might just end up running into the same problems then, too, that I mentioned above. Really, it depends on the quality and engineering of the mobo/chipset, and the quality of the DIMMs and the DRAM chips on them.