One of my coworkers suggested using this site to check for bad links in a webpage. I tested it out on mine and I was surprised at no errors. At the same time I was surprised that this site came up with 325 links using the default settings (not specifying how many pages to go down). I guess 325 isn’t bad. Maybe it’s been a while since I’ve made a website with more than 5 pages and only a few links. For the 325 pages on this site (as of 8/14/2009) it took about 3 minutes.
There are some software programs out there that can do the same thing. You might have to pay for them.