In order for large language models to achieve true conversational continuity and benefit from experiential learning, they need memory. While research has focused on the development of complex memory systems, it remains unclear which types of memory are most effective for long-context conversational tasks. We present a systematic evaluation of memory-augmented methods using LoCoMo, a benchmark of synthetic long-context dialogues annotated for question-answering tasks that require diverse reasoning strategies. We analyse full-context prompting, semantic memory through retrieval-augmented generation and agentic memory, episodic memory through in-context learning, and procedural memory through prompt optimization. Our findings show that memory-augmented approaches reduce token usage by over 90% while maintaining competitive accuracy. Memory architecture complexity should scale with model capability, with small foundation models benefitting most from RAG, and strong instruction-tuned reasoning model gaining from episodic learning through reflections and more complex agentic semantic memory. In particular, episodic memory can help LLMs recognise the limits of their own knowledge.