One good reason why you should validate your web pages, is to find errors that you may miss that can make your web page display all shot up or in other words all weird.

Another reason to validate your code is for future compatibility with browsers, because when browsers evolve they will start to support HTML and XHTML standards which in turn, if you write non compliant code the browsers will probably not support your web page.

Another reason is that validators will check to see if you have your DOCTYPE included in your code.

Though many of your popular web sites don't validate, you should try to make your web pages valid if you can.

There are many validators out there but I recommend using the W3C validator which can be located at the following web page below.

http://validator.w3.org