Best way to check if a URL is valid

You can use a native Filter Validator

filter_var($url, FILTER_VALIDATE_URL);

Validates value as URL (according to » http://www.faqs.org/rfcs/rfc2396), optionally with required components. Beware a valid URL may not specify the HTTP protocol http:// so further validation may be required to determine the URL uses an expected protocol, e.g. ssh:// or mailto:. Note that the function will only find ASCII URLs to be valid; internationalized domain names (containing non-ASCII characters) will fail.

Example:

if (filter_var($url, FILTER_VALIDATE_URL) === FALSE) {
    die('Not a valid URL');
}