http://www.brokenlinkcheck.com/
This external service hits your site and follows each link. It is intelligent enough to check for loops. Since it is an external service, it may artificially drive up hit count.
Check My Links Chrome Extension
This very handy chrome extension checks link status and places the results in-line. Fairly turn-key, it even keeps a list of links to not follow that you can add to as you go along. It seems to have trouble with blogspot controls and extensions, though adding them to the blacklist might be the solution.
Xenu's Link Sleuth
Heard about this one on UTest. I am eager to try it out. Free, long history, and automatable: all the right pieces for success.
Add more as you find them to the comments.
