Yesterday, Myles Eftos has published another tutorial about validating data with CakePHP. What is special on his approach is that it allows client-side validation with Javascript.
With this tutorial there are in total four different approaches described for doing data validation with CakePHP:
- The official approach described in the manual
- Complex Model Validation Routines
- Advanced validation
- Alternate Advanced Validation
Which one you use is up to you and your requirements ;-)
Update (2008-08-12): Fixing broken links. Please be aware that most of those validation approaches are quite old and it is possible they no longer work.

all the links are broken!
@mark: Thanks for the hint! The links are now fixed, but be careful with the approaches from the old wiki, it is possible they no longer work with the current 1.1 release. And for CakePHP 1.2 have a look at http://book.cakephp.org/view/125/data-validation.
Hope that helps!