Note that you can put links on your web pages to http://validator.w3.org/check/referer and to http://jigsaw.w3.org/css-validator/check/referer at least while developing them, to have a convenient way to validate them.
A HTML guru (Liam Quinn) sells a Windows HTML Validator at:
http://arealvalidator.com/ (30-day eval, $25)
and has a free command-line offline validator at:
http://www.htmlhelp.com/tools/validator/offline/
There are also "bookmarklets" you can install in your browser (well, some browsers) that facilitate validation, among other tricks:
http://www.squarefree.com/bookmarklets/validation.html
http://www.yourhtmlsource.com/accessibility/bookmarklets.html
For other bookmarklets see:
http://www.squarefree.com/bookmarklets/
http://www.bookmarklets.com/