I only use memory testing software that is outside of the OS, since the OS itself takes up a pretty big chunk of RAM itself.
Therefore, I tend to use memtest86+ and the like, since they have a small footprint and are self contained.
Having the ability to test all of the available DRAM is obviously ideal, but nowdays when people have >= 16GB of memory available this is seldom an actual issue.
Back in the DDR/DDR2 ERA when the systems had 512-2048MB DRAM available, Memtest86 was basically the only option as the OS alone would consume a significant portion of the total available DRAM.
As the DRAM capacities increased and made "in OS" testing possible with HCI Memtest, the results between the two testing methods were rather drastically different.
Most of the DRAM overclocks previously deemed "stable" with Memtest86 were producing plenty of errors in HCI, even after a short run. There was also a phenomenon which proved that HCI was pushing the DRAM much harder than Memtest86 ever did: the temperature of the DRAM modules, which at the time was an actual issue.
HCI Memtest revolutionized the DRAM testing back in early 2000s it was introduced.
Even today there is nothing really wrong with it, when it comes to finding the memory related errors.
The only actual fault it has is the fact that it has fallen completely behind the development: it is still a 32-bit application (supporting up to ~3.5GB of DRAM per instance), it is single threaded and totally unoptimized (X87 code).
The "Ram Test" application I mentioned before fixes all of those faults, while matching or excelling in capability of finding the memory errors.
I'd also like to mention that I "know" the author of "Ram Test" and that I had a role in it's conception.
In 2017 I had to run memory tests basically daily basis (Ryzen). While the HCI being the only tool available, that almost a daily task was extremely time consuming and tedious due to the fact that HCI Memtest was so slow even when multiple instances were run simultaneously.
When the first versions of "Ram Test" became available, it was really a god sent despite the fact that the performance wasn't even at the same levels as it is today.
So biased or not, I still definitely highly recommend "Ram Test" to everyone. That's what I personally use now and so far it has never failed me.
Besides, it costs only 12$ (of which I receive none) to check it out yourself, so it's not like we're talking about a major investment here.