Good afternoon from nearly the weekend Wetherby UK...
Apart fron Xenu http://home.snafu.de/tilman/xenulink.html link Sleuth is their another tool out there that is usefull for diagnosing whether or not a site is suffering from broken internal links.
Any insights welcome
Any old crawler will work. We used to use the W3C link checker in recursive mode. Another decent option is the IIS SEO toolkit -- it can crawl your site and make sure your links work.
I use gURLChecker on Linux.