It took me some time to find out the equivalent of Window's checkdisk/scandisk/chkdisk on Linux, but trust me, there are several.
For starters I am going to take a look at badblocks, a command that as the name implies, looks for bad blocks.
The basic format of badblocks are:
badblocks [options] device
If you have a fresh drive with no data or data that can be deleted on it you can do:
badblocks -s -w /dev/sdb
Note however, the -w command will erase all existing data on the drive so do not use it for drives with existing file systems on them. You cannot use -w on a mounted drive, unmount it first. The -s flag makes the command show a progress bar. This could come in handy when you are testing larger drives since even the fastest systems will take at least an hour to test an average sized drive (my 400GB took about 2 hours on a SATAII system).
If you want to test the drive without deleting data you can use the -n switch which will use non-destructive write-read mode, however, this switch can, for obvious reasons, not be combined with the -w switch.
badblocks -s -n /dev/sdb