I haven't looked at this in a long time so I've forgotten
what I knew. I'm interested
so I made a quick web search.
A brief look at FeedValidator http://feedvalidator.org/about.html
indicates that the source is open
code) and distributed with test cases (which is a huge plus). If you're comfortable with that it wouldn't be hard to set up testing on your development machine. That would give you RSS etc.
Better still you might like a general XML validator
and give it a schema to use. For Sitemaps you could try the tool at http://www.xmlvalidation.com/
and pass in a schema like http://www.sitemaps.org/schemas/sitemap/0.9/sitemap.xsd
. I didn't test this so you'll need to give it a spin to find how it currently works. (I believe the Schema reference can be in the sitemap or passed in via the web interface.) You should also be able to validate feeds with the tool.
(If you're happy with a little coding this could be automated using the URI.)
The major frameworks, .NET, Java... have classes that can be used to validate XML against a schema. (Process XML against Schema and look at the exceptions generated!)
I have a faint memory of only getting one exception at a time when I used this once. (Hopefully there's an easy way to do better than that.)
So it might be bit clunky.