What are the other things I can do with data validation, I am only using it to make a drop down list..But I'm sure I have seen other options as well?

I also have used it for drop down list only.  Good question I would love to see the other options as well.

I guess I have to find it myself......... :(

You can also use if you have a budget and don't want to exceed it. For example you allow a "whole number" between "0" and "1,000"