This commonly happens in themes that use CSS for flexible column layouts.

First, please Validate your page and fix all the problems you can. Use the web developer toolbar to validate local pages.
_{More on validation below.}

The most common problem is:

The content is too wide for the space it's been given

What's a poor robot to do?
If you tell a robot to push 1130 pixels into a bag that only holds 1000 - something's gonna break.
Overlap or overflow are the only things the page renderer can do. (There is currently no supported 'shrink to fit' option, and 'expand to fit' isn't available in current versions of CSS.)

This is often seen in pages that embed tables, objects (like Flash) or large images that are of fixed-width and end up making the content column (plus sidebars) wider than the available screen space.
With percentage-width themes, the available space will depend on browser window size, which you cannot control.

CSS work-arounds abound, but the first solution is to shrink your content if at all possible.
This is especially easy if you've pasted in a fixed-with table. Just remove the width attribute.

Another approach is it apply #content{overflow:auto;} on your css.
This results in a scrollbar in the middle of your page when the content forces it, and is not always very nice-looking, but it's better than the alternatives.
#content{overflow:hidden;} also works, is safer on your design, and looks better (maybe) but may hurt accessibility slightly.

You can try #content{min-width:450px;} and similar fixes, but you'll need to browser-test. _{Any suggestions on getting this right are welcome.}

Due to different browser handlings of the CSS box-model, the calculated width of an element can be different than you imagined.
If you want your left column to be 200 wide and your content of 600px wide in a box 800 wide, it sounds like there should be no trouble. But then setting a 2px border around the column may (in older IE at least) add to the width and overflow your layout. Plus there are many more 'quirks' between padding and margins etc. The easiest quick fix is to NOT go for pixel-perfect width, and always give your layout a few pixels elbow room.

Last resort - if you would rather the page always expand to fit your content - and trigger browser scroll bars at lower resolution - is switch to an old-fashioned table-based layout. If CSS is too hard for you, you may have to give up on tableless design.

OTOH, if you are keen, alternative fixes are always being proposed over at alistapart.com and CSS3 apparently will make this dilemma solvable.

Validation Woes

While validation is The Right Thing to do, some warnings/errors are important, some less so. In general:

document type does not allow element "div" here; (inside a P)

- may have side effects, but is probably non-fatal. It's because of the way some themes, or the line-break converter place extra (block-level) markup inside paragraphs - which is not technically right. Can ignore.

end tag for element "..." which is not open.

Possibly related to the above. Fix it if possible

there is no attribute ... or required attribute ... not specified.

OK to ignore.

or end tag for "..." omitted, but OMITTAG NO was specified

Likely to be a sign of layout problems. If the end of a DIV or a TABLE (or other block-type tags) is missing this will probably be very bad and needs fixing. Traditionally seen in badly cropped teasers that try to display the top half of a table.

an attribute value specification must be an attribute value literal unless SHORTTAG YES is specified.

Fix it if possible, but probably safe to ignore.

cannot generate system identifier for general entity ... or reference to entity "..." for which no system identifier could be generated.

OK to ignore.

For more CSS troubleshooting, try the instructions for using the CSS inspector to find the active styles and go from there.

Some CSS from your base theme makes your css fail in IE

for example in genesis starter theme (a great theme for being used as base theme), there is a css line like this:

div.block {position:relative;}

then if you use blueprint CSS framework or any other layout css frameworks, it may lead in RTL - IE the text place under your sidebar. you should always take care of the system and base theme css files to not conflict with your css.

for debuging css in IE one may do like this:
http://drupal.org/node/607110#comment-2767554