I prefer to use Teracopy because it works faster and gives you options when it doesn't work. it will also tell you exactly what didn't make it and what did -- just look for the red circle with a white x in it in the list of all the things to be copied. The ones marked with the x are the ones that didn't copy.
Teracopy is also free and integrates with Windows Explorer. There's also a GUI, which most people are more comfortable using.
If you are at home in cmd, robocopy is a good idea; though I don't think it has the error reporting Teracopy has.
When you're copying tens of thousands of files within hundreds of folders, you wouldn't want to scroll through a list that long, looking for little red X's. A report of some kind, listing files that did not copy, along with full path names, would be best. You would be need to see this report while you fix problems manually.