While the W3C validator will remain the canonical standard for web page validation, there are a number of other possible validation services that offer some extra features.
Validator.nu is a good alternative to the W3C validator that accepts a URL to a live site, a file upload, or direct input of code.
Both the W3C and Validator.nu validate a page at a time; W3CLove checks all the pages of a live site, which is very useful for small-to-medium-sized sites.
The W3C also offers a CSS validation service. I find it less useful than the HTML validator, but it can still point out common errors, such as setting a font color or background image while neglecting to specify a background color for the same element.
Finally, you should be aware of the poor man’s validator: the View Source command in Firefox. (CMD-SHIFT-U). While not nearly as extensive in error reporting as a fully-fledged validation service, Firefox will still highlight common errors, such as unclosed quotes, when you view the source of your page from the browser.
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