To check an URL like http://www.myhomepage.org/ it is enough to execute linkchecker http://www.myhomepage.org/. This will check the complete domain of www.myhomepage.org recursively. All links pointing outside of the domain are also checked for validity.
For more options, read the man page linkchecker(1) or execute linkchecker -h.
HTTP links (http:, https:)
Local files (file:)
Mail links (mailto:)
FTP links (ftp:)
Gopher links (gopher:)
Telnet links (telnet:)
NNTP links (news:, snews:, nntp)
Ignored links (javascript:, etc.)
Here is a complete list of recognized, but ignored links. The most prominent of them should be JavaScript links.