Check your links carefully before you upload your files. Check each page again after you upload it to your site. Sign up for a service such as Atomz , which by it's very nature must spider your whole site on a regular basis. This will ensure that any broken page references are found, although it does not help with other types of broke links. This way you will get immediate notification of any broken links encountered by your visitors.
External links are a bit more difficult.
Once you upload your pages, be sure and check every link on the page - both internal and external. Use one or all of the services listed below to check your links. These services all offer free demos for one page at a time or you can buy the ability to check your whole site. Another excellent resource is LinkGuard . Use this to check out all of your links in one fell swoop.