That depends on what you are trying to demonstrate. Microarray data is often used to produce a heatmap that shows that an entire pathway is dysregulated in a subset of samples. In that situation it's best to select a few key genes from the pathway and do real-time pcr/western blot. In other cases where the focus is on a specific gene(s) that are central to your results/conclusions you should always do real-time pcr/western blot to confirm.