How can I check a custom option before saving?

[nhawk]

Personally I think you're best off using a plugin to check values and throw the error.

Hook the plugin to admin_options_processing and compare $settings['your_setting_name'] and throw the error if it's not correct or empty.

I don't know if that's the absolute correct hook, but I think it will work. Otherwise, you have to intercept $data before it's written to the settings database.