>We use Vfp3.0
>Since we don't want to write validation rules on the tables contained in the database.
>We prefer to validate the input on the valid method on the textbox.
>There is a 'Save' button on the form to update record. Can the Save button call all valid methods on the form?

I usually write separate methods for validation. And then a big method to call all them. The valid event of each field calls each one of the small ones.

It looks like this:

TxtName.Valid:
Return ThisForm.ValidTxtName()

Form.ValidateAll:
Local llRetVal

llRetVal = .T.

If llRetVal
llRetVal = This.ValidTxtName()
EndIf
If llRetVal
llRetVal = This.ValidAnyThing()
EndIf

Return llRetVal
* And so on

So in the save button I call:
If ThisForm.ValidateAll()
* Save the data
EndIf