If you use the standard validation controls at all, it's worth having a scan through this MSDN article. It covers them all in an easy to read fashion, and has a few tips that I had missed before (for example using an Image for the error message).
Validating ASP.NET Server Controls (http://msdn.microsoft.com/asp.net/using/building/web/default.aspx?pull=/library/en-us/dnaspp/html/ASPNet-ValidateASPNetServerControls.asp)