I've found a cool SGML Validator plug-in for Firefox. It currently works up to Firefox 3.5, so it should work for you (That's if you are using Firefox).
If a site is valid, it gives you a green check mark on the bottom right-hand corner, and if the site doesn't validate, then the plug-in gives you a red 'X' on the bottom right-hand corner. To show you what I mean:
You can download the plug-in, at the Mozilla Firefox Plug-In Center or at the plug-in's designated site.
This plug-in/add-on is good for web developers create valid web pages without having to go to http://validator.w3.org, makes your developing time efficient and effective.

