When people suggest to use ISO800 film at ISO400 it is simply to say that it is better to err on the side of overexposure when it comes to negative films. Generally speaking, color negative films have vasts amounts of overexposure tolerance - at least 5 stops. However, trying to recover excessively underexposed film can be challenging especially when it is by 2 or more stops. If you know how your meter works then there is no reason not to use box speeds on all films.
Since you have not used ISO800 film before, you may not be aware of what it looks like. Here are a couple of full res scans from Kodak Portra 800 that have been scanned using a Nikon Coolscan. Keep in mind that you can also apply grain reduction - or any other post work, on the scan file as needed.
Click for larger version Kodak Portra 800_03-08
Click for larger version Kodak Portra 800-06_20
I do not find the apparent grain of Portra 800 to be intrusive.
I haven't tried it yet, but it looks like the
Lomography 800 3 pack might be the cheapest option.