I concur, Xenu is an extremely valuable tool for me that I use daily. Also, once you get a list of all the URLs on your site, you can compare the two lists in excel (two lists being the Xenu page list for your site and the list of pages that have been indexed by Google).

I agree with this completely. Lowercase with hyphens is my preference. Some E-commerce  companies (let's use Volusion as an example), give you the choice to use hyphens or underscores in a product's URL. This is nice and they even offer you the ability to write what the URL will be under the "Short TItle" option. However, this "Short Title" option is what will show in your URL AND the link text for a "Related Product" listing on the site. So if I want the link text to look normal when someone sees a Related Product link, I have to capitalize the text I put for the "Short Title" which will then cause the URL to be in Caps as well. This is a pretty significant flaw in their system and I have alerted them to the problem numerous times. Hopefully they will get it fixed soon.