Desktop Computers

Four sticks would cause more strain on the memory controller and motherboard chipset. It would take slightly longer for the CPU to add and retrieve data from four sticks as opposed to two.

For this reason, 2 x 4 GB would be faster then 4 x 2 GB.

There is a much better technical explanation on The Hyphenated Site to enforce my answer, although it does mention lower sized sticks:

It's better to use two 2 GB modules -- not for any appreciable speed difference (although there may be a small advantage -- more in a bit) -- but for a more reliable memory subsystem.

Most desktop systems use unbuffered RAM modules -- this results in very large loads on the address and data buses when you have more than two modules installed, and can significantly degrade the signalling on these buses. The memory subsystem "sees' one load per memory chip -- so with two modules installed, that's up to 32 loads (with double-sided modules) ... and with four modules installed that's as many as 64 electrical loads on the bus. Some systems automatically adjust for this higher load by either increasing the voltage a small amount; reducing the clock frequency of the memory (thus slightly slowing it down); or by adding a cycle to the SPD's latency setting (again, slightly slowing it down). These adjustments help keep the memory subsystem reliable -- but mean that 4 x 1 GB modules would be slightly slower than 2 x 2 GB modules on these systems. But regardless of whether there's any timing differences, the memory will definitely be more reliable with only two modules.

Credit to garycase at The Hyphenated Site for this answer.

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