Which type of RAM we should use? Registered or Unregistered?
For your platform, the difference between UDIMMs and RDIMMs is price (lower), performance (lower) and maximum capacity (lower). Both UDIMMs and RDIMMs are supported just fine, but cannot be mixed.
Maximum (RDIMM) 192 GB (12 x 16 GB) RDIMM Maximum (UDIMM) 96 GB (12 x 8 GB) UDIMM
Given a choice, I don't buy UDIMMs unless I know the system will have low RAM requirements. It really comes down to knowing there are more restrictions on UDIMMs and that I'd be making a compromise. The gap between them has narrowed in the current generation of servers, so both seem to be options.
I would strongly suggest that you give the ML350p Gen8 a look, though. The HP Dynamic Smart Array included on the lower-end ML350e Gen8 servers will cause you trouble in the long-run, especially if you intend to use this system with Linux.
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Go with registered memory, anything else is a compromise, plus that model can only take 96GB of UDIMMs whereas it can take double that of RDIMMs.