Every time a user posts something containing < or > in a page in my web application, I get this exception thrown.
I don\'t want to go
If you don't want to disable ValidateRequest you need to implement a JavaScript function in order to avoid the exception. It is not the best option, but it works.
function AlphanumericValidation(evt)
{
    var charCode = (evt.charCode) ? evt.charCode : ((evt.keyCode) ? evt.keyCode :
        ((evt.which) ? evt.which : 0));
    // User type Enter key
    if (charCode == 13)
    {
        // Do something, set controls focus or do anything
        return false;
    }
    // User can not type non alphanumeric characters
    if ( (charCode <  48)                     ||
         (charCode > 122)                     ||
         ((charCode > 57) && (charCode < 65)) ||
         ((charCode > 90) && (charCode < 97))
       )
    {
        // Show a message or do something
        return false;
    }
}
Then in code behind, on the PageLoad event, add the attribute to your control with the next code:
Me.TextBox1.Attributes.Add("OnKeyPress", "return AlphanumericValidation(event);")