A nice CFUN attendee inquired of me: "Can XMLValidate validate wddx packets ?" to which I did not have an authoritative answer. My intuition told me that yes it can validate that the wddx is well formed, since WDDX is simply XML, but that it probably would not be "valid" since I don't know the DTD to validate against. So here IS the answer.
Exactly as I had thought!
wddx strings validate using XMLValidate to be well formed, but not valid. Here is some sample code to play with:
<cfset mystruct.name = "Andrew Schwabe">
<cfset mystruct.email = "firstname.lastname@example.org">
<cfset mystruct.age = "25"> <!--- yeahh right! haha --->