It's especially important to check on your links if your site has lots of links to other sites. Even if you have only a few, it still makes sense to make sure they still connect to a live page. If you think your links are valuable to your visitor, you should make sure, from time to time that they still go somewhere. From the point of view of the search engines, they don't like to be sent on a wild goose chase. From the point of view of your visitor, well, they don't either, but they may stop trusting your recommendations.
Now, here's the problem. Checking links is boring. So what's the solution? How about some software that does it automatically for you? To paraphrase Albert Einsein, "Do not worry about your difficulties in checking links, I assure you that mine are greater." What do I use? I've tried many different solutions. They all more-or-less work. The solution I like best is an odd-ball little program called Xenu Link Sleuth.
Xenu, of course, is the galactic ruler or something from Scientology, but I suppose that's neither here nor there. The point is the software works well, works quickly, works easily and gives accurate results. In my opinion, it should be easy enough for just about anybody to use.
I would like to hear your opinion on this program, or your recommendation for others.