3D Mark 2001 is highly recommended for testing stability; stick it on loop mode and run for a few hours. If that doesn't cause you to hit any possible memory, driver or heating problems then I doubt anything will.
I have to say I think testing and burn-in are two separate issues. Testing a new system is always a good idea but burn-in is unnecessary and wrong in my opinion. Component failure is often linked to thermal changes, the heating up ang cooling down of components. For this reason I would suggest that normal or sporadic (power up/down) of a new system will probably help it "settle down" more quickly.
The only bad opinion is no opinion.
Thanks for the opinions. While I'm not out to crash/damage my system, I do want to ensure stability. Since I'm putting together the system with mostly OEM parts (to keep cost down...but only 30 day - 1 year warranties), I want to make sure that it's up to the task. That being said, when I flick the power switch and I get to the BIOS screen, I'll be pretty happy. (it is only a new motherboard and CPU and memory but the most critical components so I want to ensure they work).