Yup, this is the case even if one is writing validated standards-compliant code. The number of browsers that need to be checked are enormous: Internet Explorer, Firefox, Opera, and so on (including older versions of all the browsers, not just new versions). And then, how do they appear on a Mac or PC, etc?
I love browsershots and also use Adobe's browserlab:
https://browserlab.adobe.com/index.html#. With Adobe's browserlab you do have to create an account, but it is free. Pretty cool interface, too.
I do have IE, Firefox, and Safari installed on my computer, but I also use browsershots and/or Adobe's browserlab to check things out there, too.
I have sworn for years that I'm going to shoot IE dead - that browser has been a thorn in my side forever!

Holly Hack has been my friend for a long, long time because of IE.
What fun, though!