Oxygen works pretty well, but if you're not doing anything else with XML/XSL, it's a bit excessive. You can just google "XML Validator" and get a host of results. I'd recommend making some screwy XML (deleting some closing tags as an example), and running it through a few validators to see which one you like the best.
Ex.
http://validator.aborla.net/
http://www.xmlvalidation.com/
http://www.validome.org/xml/
Alternately, you can prevent this problem altogether in most cases by using a Sidecar generator tool, such as Johannes' Sidecar Generator:
http://forums.adobe.com/message/3769494
