The importance of this next step is missed by most websites. Why? Because you cannot see what a spider sees. Your eyes are trained to just see the website and it looks okay and there are no errors that pop up. It must be compliant. Wrong. Just right click and "View Source" and you notice that there is a lot more going on underneath than you thought. If the html is well formed, then a spider just crawls your site looking for the content; but if is not, then sometimes the spider will just drop by and leave or at the minimum rank your page lower.
Now you ask the question "How do I check?"
Go to http://validator.w3.org/
Once there then enter your url and see if you have errors. If you do, then you are good to go; but if errors come up, then you will need to fix them. Therefore, I say again:
Search engine spiders will rank your pages higher if your pages are W3C HTML compliant.