You do have three choices to Validate email addresses:
A simple regular expression
Contact the mail server handling the mail for that address, and ask it if the address is valid.
Sending an email, and asking the user to reply to confirm.
Option 1 is most certainly the easiest to implement, though definetly the least effective.
Option 2 is more comprehensive, but you can still get false negatives, which makes it pretty pointless.
In my opinion, Option 3 is the best way to go.
I know I have never complained about having to verify my email address by replying to an email.
Max