The best schema validators are probably MSXML from Microsoft, Xerces from Apache, and Saxon from Saxonica. The first two are free. All of them are most easily used from tools such as oXygen and Stylus Studio (which are not free).
(In my view, but I'm biassed, it's worth paying for the Saxon-SA validator (GBP 30) simply for the better error messages)
There is an online validation service at
http://www.w3.org/2001/03/webdata/xsv but of course you won't want to use that for more than the occasional one-off.
Michael Kay
http://www.saxonica.com/
Author, XSLT 2.0 and XPath 2.0 Programmer's Reference