If you mean ECC (Error correcting code) RAM, then make sure your system can handle it. Most Apples won't run on ECC RAM (or are, at least, insanely particular), and it does run slightly slower than non-ECC, though that might not be the case in a newer G5. My understanding is that ECC is for server machines mostly. It can NOT be mixed with non-ECC RAM, so all your RAM will have to be ECC (I think Apple offers ECC RAM on the newer machines).
Here's a little piece on RAM that I find helpful:
http://www.easydesksoftware.com/news/news22.htm
EDITED TO ADD: Oh, you're asking if you should get it stock from Apple in your new machine. I'd check their support site for performance differences, but they're probably negligable. The bigger question is whether or not you need it, which is an important question, considering the added price. I'd say that, if your machine is not going to be used as a server, you probably don't.