I've been compiling with /W4 for some time now. I didn't realise that this wasn't the best you could get. There are some warnings which are not enabled by default and therefore aren't included in /W4. To enable these you need to specify /Wall. The list for Visual Studio 2008 is here. Obviously there are some warnings that I don't find that useful, but these can either be disabled as and where I need to with #pragma warning or globally in my 'Warnings.h' file...
Thanks to Maciej Sinilo for the heads up on this.