Creating your own Magento module usually goes along with creating your own models within the module. Either you write one or multiple models per module, its a good idea to implement model validation method which you might/should call prior to model save. Good example of Magento’s model that use validation are Mage_Customer_Model_Customer and Mage_Customer_Model_Address_Abstract models. Quick look into the “public function validate()” methods of those two models reveal the simplicity of validation process.
Usually the validation is done by utilizing the available Zend validation method “Zend_Validate::is($filter)” with various built in filters. Here are few examples: