Checking your website for broken links is an important maintenance task. Internal links which don’t work not only irritate visitors, they stop them following the carefully-planned route around your website and can lose you a valuable opportunity. External links which don’t work are just irritating, and I’m not sure if they have any adverse effect in Google’s assessment of your site, but certainly I’d count bad maintenance as a mark against a site if I was a search engine.
So how do we check? I’ve mentioned the Xenu link checker before, but Search Engine Journal has highlighted another in Pinger: Fast and Fun Page Link Checker. This one is a FireFox add-on, designed for investigating individual pages. The article also references other tools, however, including those which can check entire sites.