Your best bet is to knock together your own spider in your scripting language of choice, it could be done recursively along the lines of:
// Pseudo-code to recursively check for broken links
// logging all errors centrally
function check_links($page)
{
$html = fetch_page($page);
if(!$html)
{
// Log page to failures log
...
}
else
{
// Find all html, img, etc links on page
$links = find_links_on_page($html);
foreach($links as $link)
{
check_links($link);
}
}
}
Once your site has gotten a certain level of attention from Google, their webmaster tools are invaluable in showing broken links that users may come across, but this is quite reactionary - the dead links may be around for several weeks before google indexes them and logs the 404 in your webmaster panel.
Writing your own script like above will show you all possible broken links, without having to wait for google (webmaster tool) or your users (404 in access logs) to stumble across them.
