It’s worth mentioning a second time, 3+ years later, as I just recently dusted it off again.
This time around, though, I wasn’t looking for broken links or 404′s, but what I was looking to do was to “exercise” an entire site by spidering over it. The idea being that my site would catch any exceptions and log them, and so by exercising the entire site, I’m essentially doing one big set of tests.
Xenu is such an easy to use tool. All you need to do is install it and give it a URL to start with, and it will go to town.