Generally, there is an advantage to filling both slots. What you end up with is doubling the number of potential ram access pathways, though that only translates into a few percentage point boost in overall ram speed throughput. If your system only has 2 slots, and you never plan to upgrade past that ram amount, then going with two smaller sticks would be slightly better than 1 large one. You also need to ensure that your system will support whatever size sticks you plan on putting in it. Many desktop systems that only have 2 ram slots won't support the larger ones.
If you start getting into the motherboards with more channels, then you end up with ram groupings. Take an Intel core i7 socket 1155 motherboard for example. 4 slots consisting of slots 1a, 1b and 2a, 2b. In that case, it's more important to have ram in slot 1a and 2a than it is to fill slot 1a and 1b, and after slot 1a and 2a are filled, filling 1b and 2b only gives you a minor performance boost.
If you plan on upgrading in the future, it may be better to take a slight performance hit, buy one big ram stick, then buy another one in a few months when funding permits. The performance difference either way won't be huge in general once you are over the 4GB mark. also make sure you are running a 64 bit Operating system, as exceeding 4GB on a 32 bit OS doesn't do you any good at all since windows can't "see" the ram.