How often do you validate? What validator do you use? How does it fit into your development cycle?
1. I validate rather sporadically. I have a single site which is growing slowly, and which has a fairly rigid structure. I also use an editor which, when used properly :) produces valid code. Most of the errors I pick up occur during the rewriting phase, the result of careless editing.
2. I have been using HTML Tidy for almost three years, but it does not really work for XHTML, and misses some errors even in plain HTML. Now I use A Real Validator (ARV), which works well for me.
3. I validate newly written pages, and try to validate after major surgery on an existing page. ARV makes it quite easy for me to validate the entire site in a few minutes; I also do that "periodically".
As soon as I have a recognizable page I start validating. It means I validate quite a bit during development, but it helps me catch problems early on and keep them from perpetuating themselves throughout the site as it grows.
After the site is up I also validate any page that gets updated or edited, no matter how small the change. Major updates have a lot of potential for errors, but small, quick changes can have typos too, especially if they're quick or rushed. Validation only takes a minute and I've caught a lot of oopses by doing it often.
I do the whole set of master templates (minus page-specific content) then validate them each until they're ok. I then add content to distinctive templates and validate those. Then I finish putting the rest of the content into the templates. If a page is especially tricky, I validate it separately.
I used to validate more frequently, but I found that validating at the end of major milestones in development gave me the info I needed, and took less time than the aggregate time spent validating frequently. Same results.
We validate our templates at the W3C. Then during the development, we use Homesite's on-board validator, which is quite good and highly customizable. Final pages get one last look from the W3C.
It's an automatic, and nearly constant habit by now - one I would not happily break. It's amazing what still sneaks in during those frenzied emergency page updates wher we forget to validate - at least in Homesite