The recent Bloggiesta weekend revealed that I hadn't checked for this ever.
To check for dead links, you can go to http://validator.w3.org/checklink
This will check for dead links in your blog, website or any webpage and give you a complete list. When I tried it, I got about 85 links that the site said I had to manually check - most of those were "Tag searches" and worked fine on clicking.
Blogger Tips Series: