Show check on correct input

You can achieve this like so:
my_module.module:

/**
 * Implements hook_form_alter().
 */
functionmy_module_form_alter(&$form, &$form_state) {
  $settings['img'] = base_path() . drupal_get_path('module', 'my_module') . '/img/check.gif';
  $form['#attached']['js'][] = array(
    'data' => array('my_module' => $settings),
    'type' => 'setting',
  );
  $form['#attached']['js'][drupal_get_path('module', 'my_module') . '/js/my_module.js'] = array();
}

my_module.js:

//jQuery wrapper
(function ($) {
  //Define a Drupal behaviour with a custom name
  Drupal.behaviors.myModule = {
    attach: function (context) {
      $(document).bind('clientsideValidationInitialized', function() {
        for (var formid in Drupal.myClientsideValidation.validators) {
          if (Drupal.myClientsideValidation.validators.hasOwnProperty(formid)) {
            Drupal.myClientsideValidation.validators[formid].settings.highlight = function(element, errorClass, validClass) {
              $('#img-' + $(element).attr('id')).remove();
            };
            Drupal.myClientsideValidation.validators[formid].settings.unhighlight = function(element, errorClass, validClass) {
              if (!$('#img-' + $(element).attr('id')).length) {
                $(element).after('<img src="' + Drupal.settings.my_module.img + '" id="img-' + $(element).attr('id') + '"/>');
              }
            };
          }
        }
      });
    }
  }
})(jQuery);

I hope this helps :-)

Turning this into a feature request, so we can see if we can add it and allow override per form.

Hey! Thanks one million times for this! I've been working all day to get this to work and this solves it!

Yep, it's great, thanks a lot too ;)
I've added new lines to toggle classes of validated inputs,
in my case it helps to style elements for browser w/o css3 support:

//jQuery wrapper
(function ($) {
  //Define a Drupal behaviour with a custom name
  Drupal.behaviors.clientside_validation_js_bonus = {
    attach: function (context) {
      $(document).bind('clientsideValidationInitialized', function() {
        for (var formid in Drupal.myClientsideValidation.validators) {
          if (Drupal.myClientsideValidation.validators.hasOwnProperty(formid)) {
            Drupal.myClientsideValidation.validators[formid].settings.highlight = function(element, errorClass, validClass) {
              $('#img-' + $(element).attr('id')).remove();			  
              //toggle classes
              $(element).addClass('error');
              $(element).removeClass('valid');
              $('.clientside-error').insertAfter(element);
            };
            Drupal.myClientsideValidation.validators[formid].settings.unhighlight = function(element, errorClass, validClass) {
              if (!$('#img-' + $(element).attr('id')).length) {
                $(element).after('<img src="' + Drupal.settings.clientside_validation_js_bonus.img + '" id="img-' + $(element).attr('id') + '"/>');
                //toggle classes 
                $(element).removeClass('error');
                $(element).addClass('valid');
              }			  			  
            };
          }
        }
      });
    }
  }
})(jQuery);

If somebody can provide a patch, I'm more than happy to review or guide.

so is there a possibility to have this as a feature in module itself ?

Now you have error class and valid class and you can style your form elements what you want.