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It's important to understand the that a single error can cascade down tripping off other errors. A missing quote on an attribute can cause 20 or 30 errors on a page - fix the one, you fix them all.
I do pre-validate using the validator in Homesite. Basically it's the same engine, it just pre-validated before uploading, saving tons of time.
Additionally when a Javascript fails, or something doesn't render as expected, first thing I do is hit the validator, saving hours of time poring through a workaround.