[Kane]

DDR RAM sticks are DIMMs. That's Dual Inline Memory Modules. In hte days of 66MHz FSB and below, we were using SIMMs, but we don't anymore.
As long as the memory is DDR and not Rambus, and not Laptop memory, you should be fine. The memory will run at the lowest speed of the chips attached. If you get 400MHz memory, your current memory (333MHz) will limit it's speed to 333MHz.
Different sizes don't really matter either unless you wanted a dual channel setup. On Athlon XP machines that's really irrelevant tho.

 

[Kane]

Not really no. From what I understand, the AXP can't really benefit from it. This is because the FSB of the CPU is either 200/266/333/400, all speeds reachable by single channel. If you have a 400MHz FSB CPU, more than likely you have 400MHz capable RAM.
The P4 benefits due to it's quad pumped FSB (533/800/1000)
The Athlon 64 benefits due to it's on die memory controller (oodles of BW)