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Ted Neward has a great post over on theserverside.net about the seven fallacies of XML Validation. To me this is the most important:

"Fallacy of "THE Schema": The idea that there is only one schema that you validate against."

This was one of the big hurdles for me when working with XML and understanding the real power behind schemas and messaging, once I understood that a piece of XML can have any number of valid schemas then I really started to see some of the benefits of XML based messaging. System A can think of a piece of XML as Schema A, System B can see the same piece of XML as Schema B. They are both right.

-James