Using REGEX function in validation rule.

Using REGEX function we can build validation rule to enforces proper data format.

Example : 

Validates Account Name Whether it Contains only Alphanumeric,Underscore and Space Character only.

Steps to create validation rule:

Go to steps -> Build -> Customize -> Account -> Validation Rule and enter required fields and save validation rule.

Error condition formula for this example:

NOT(REGEX(Name,"[a-zA-Z0-9_ ]+"))

See the below screen for reference.

Testing above validation Rule:

To test this validation rule go to account tab and give any Account Name which Contains special characters and try to save account record, you will get error message.

See below screen for reference.