Before you run off and plug <CFFORM> and <CFINPUT> into all your templates, there are some other details that you should know:
Not all browsers support JavaScript— Also, those that don't will generally ignore it, enabling your forms to be submitted without being validated.
You should combine the use of JavaScript validation with server-side validation using embedded fields— These will never fail validation if the browser does support JavaScript, and if the browser does not, at least you have some form of validation.
Older browsers (including some versions of Netscape 3) might have trouble with some of the generated JavaScript— So, be sure you test your forms in as many different browsers as possible.
The JavaScript code can be quite lengthy— This will increase the size of your Web page and thus the time it takes to download it from your Web server.