My users are very simple (minded). If I saved all the validation until they had finished imput they would not be able to operate the system. Also, I have to validate data as it is entered because certain legal documents will be printed before a record is saved and that data must be right. Besides that, I just don't think it is a good idea to have a user fill out a four or five page record, let him attempt to save it and come back with 25 things he must go back and do or redo.
A problem is a problem only as long as it has a possible solution. Lacking that, it becomes a FACT!