What software is available which can record my voice and warn me about problems with my pronunciation and tones?
NTU has a very good one, and you can (I think) download it here: http://chinese.ntu.edu.tw/. It used to be free, but I don't know if they started changing. Also if you have Chinese friends you can ask them to correct your pronunciation.
Your options for doing this:
Pay someone to tutor you and listen to your pronunciation and correct you. This is highly effective, but costs money.
Use Google transate, Wiktionary or some other tool that take Chinese as an input and provides an audio option for you to listen where you can listen and attempt for your self. Semi-effective and free.
Post on a learning forum and hope someone replies. Low effectiveness and free.
You can try this drill.
It's repetitive and boring but it covers all tone combinations. It builds muscle memory and helps train your ear.
Qooco Chinese does something like this. See http://www.qoocochinese.com/web/OurTechnology.html
Also with Praat this is possible but not easy as with Qooco Chinese. See http://www.fon.hum.uva.nl/praat/
John on Sinosplice explains how to use Praat for Chinese: http://www.sinosplice.com/life/archives/2008/01/21/seeing-the-tones-of-mandarin-chinese-with-praat
(Dec 2018) I tried the NTU link (Thanks Hiro, 2012) but it didn’t work for me. I think now the NTU system has been incorporated into MyET-MyCT from LLabs. This system listens to your pronunciation and gives you a score and tries to tell you what you did wrong. You can still try certain units free. You need good broadband speed and good microphone.
The user interface is dreadful, but if you want to try for yourself, download and install from http://www.myet.com.tw/MyETWeb/Download.aspx. Register, and navigate to 'Survival Business Chinese’ > Contents> ‘Unit 5.2 Impressions on China', which is one of the free units. Quickly select ‘Sentences’ button (You must be quick or you will be launched into a test), select a sentence, and try to repeat it. You will receive a score . You can see the example pitch compared with your pitch, and you can select buttons for Pronunciation, Pitch, Timing and Emphasis and listen to the example sound compared with your voice and the system will try to tell you what you did wrong. Sometimes I still could not understand how to improve (due to my personal deficiencies or microphone I think). Although the user interface is dreadful, this bit is neat to try. I have now paid for this course ($51 via paypal) and I am working my way through it. I still don’t know if it will help my pronunciation. Time will tell.
I created a web-based program which lets you record a Mandarin word, and it will show the result in Pīnyīn with tones: https://accentlab.net/mandarin_words
I'm still improving it, but the accuracy is already pretty good.