Validation does not guarantee that a page will appear as you want it to in all browsers. After validating, the site's pages still must be tested in various browsers to guarantee that the page works in most browsers. This is the major dispute against validation as some see it as a waste of time.
Most website developers don't learn about web standards and validation when learning (X)HTML and CSS. Converting takes time that many say they simply don't have. (To solve this problem gradually, start out by only validating new pages and pages that need updated.)
Depending on the target audience of your website, most of your visitors will not care whether or not your website's pages validate or not. To the visitor, how the page appears in his/her browser is the true test of a web designer's skills.
The original idea of validating is that it should be done for every page every time changes are made. In reality, most webmasters only validate the first page or template of their site. Some validate their pages more often and validate every time a change is made. Although you should be fine just validating upon page creation with an occasional validation when you feel it's necessary.
Validating your HTML and CSS code for standards compliance has certain benefits: it protects your pages from problems arising from syntax errors in your code due to different ways of interpreting errors by different browsers. If, however, you have a large number of existing pages that have not been validated and corrected, but nonetheless work well in search engines and other browsers, you should undergo a gradual transition by validating new pages and pages that need updated as you see fit.