I believe the "U" suffix is referring to "Unbuffered" as opposed to "Registered" memory.
In addition to bandwidth and capacity variants, modules can
- Optionally implement ECC, which is an extra data byte lane used for correcting minor errors and detecting major errors for better reliability. Modules with ECC are identified by an additional ECC in their designation. PC2-4200 ECC is a PC2-4200 module with ECC.
- Be "registered" ("buffered"), which improves signal integrity (and hence potentially clock rates and physical slot capacity) by electrically buffering the signals at a cost of an extra clock of increased latency. Those modules are identified by an additional R in their designation, whereas non-registered (a.k.a. "unbuffered") RAM may be identified by an additional U in the designation. PC2-4200R is a registered PC2-4200 module, PC2-4200R ECC is the same module but with additional ECC.
It is typical to leave the unbuffered (standard - non-error-correction) status off of the part number (i.e PC2-4200 is equivalent to PC2-4200U) but it could be that some manufacturers have chosen to explicitly state whether their memory is Unbuffered, Registered or so on.
If you have a standard home computer you will almost certainly want unbuffered memory.