This site offers a nice service that checks the strength of your password. A couple things make this password strength checking service better than most.

First, the check is performed in Javascript on your computer... meaning that the password you are checking is not transmitted over the internet.

Second, in addition to the usual "strong", "medium", "weak" rankings, they give a numeric score so that you can more accurately track improvements made to your passwords.

Third, they give tips to things you should do to make your passwords stronger including links to sites which give much greater details on how you should be creating your passwords.