That's pretty much how I'd do it. Using code like this:

use XML::Parser;

my $p = XML::Parser->new;
my $file = 'whatever.xml';

eval { $p->parsefile($file) };

if ($@) {
  # XML is not well formed
} else {
  # XML is well formed
}
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--
<http://www.dave.org.uk>

"The first rule of Perl club is you don't talk about Perl club."