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As an advocate for web standards, my philosophy for validation is that it shows that your code is standards compliant. First, it verifies that you are using only elements allowed by your doctype per the WC3 recommendations (http://www.w3.org). Second, it verifies that your code is valid that you have no incorrect nesting of tags or missing closing tags. Besides the nifty little validated badge you can proudly display linking to your perfect validation (at http://validator.w3.org) it also means you are less likely to have markup problems in browsers that are not forgiving particularly IE6 which still has an installed base of about 45% of users as of 4/07 and very compliant browsers like Opera and Safari.
There is an additional benefit beyond the apparent ones mentioned above though. By forcing yourself to validate you are inevitably (hopefully) going to write better code. Code using semantic tags rather than code filled with table- and/or div-itis. Table-itis and div-itis are the afflictions in which new web designers learn about the ability of these non-semantic elements to form designs and pepper their code with them rather than using semantic elements and CSS to render the same designs in a cleaner, more accessible and more search engine optimized manner.
Unfortunately, even being a so called "standardista" that is one who trumpets the ability to validate above all others recent work with content management systems like Wordpress and company employment have shown me that 100% validation, while honorable and preferred, is not always possible. The addition of things like AJAX, SEO elements like link title tags and rich media such as flash and video can cause errors in validation specifically in personally preferred formats like XHTML 1.1 and 1.0 strict.
The bottom line is that while ideally you want to have a perfect, error and warning free validation, in the real world it is not always possible without limiting the content you provide to users. Willingness to accept that while still working towards ridding your markup of any other validation errors is the ideal choice. And if you can manage to add those mentioned elements while still passing validation all the better.
Since validation and web standards go hand in hand, the following resources might provide more detailed information about this subject:
The Web Standards Project - http://www.webstandards.org/
A Standarista's Alphabet - http://alistapart.com/articles /alphabet
The Elementary Standards - http://www.elementary-group-st andards.com/
Microformats http://www.microformats.org
And everyone's favorite standarista's blog:
http://www.molly.com
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