I’ve been revamping the Felix manual, and I was worried about creating broken links in the process.
I was able to use a very cool tool called Xenu to find all the broken links on my site and quickly fix them. Xenu has a minimalistic interface, but it does what you need it to do, and very simply. First you feed it a URL or the path to a file on your computer. Xenu then spiders your site, and pops up a web page with all the broken links and the pages containing them. This is a great touch, because you can then jump right to the offending page and see where the broken link is.
The Google webmaster tools also give you a report on broken links, but it’s usually outdated (since they last spidered your site) and it doesn’t tell you where the broken links were. Xenu is thus a valuable addition to the webmaster’s toolkit.