NSURLConnection has a method canHandleRequest which will return a boolean whether the url is valid or not, e.g.
NSString *strUrl = [NSString stringWithFormat:@"http://test.com/stopBoard/%i",busStopCode];
NSURL *url = [NSURL URLWithString:strUrl];
NSURLRequest *request = [[NSURLRequest alloc] initWithURL:url 
                                              cachePolicy:NSURLRequestReloadIgnoringLocalAndRemoteCacheData 
                                          timeoutInterval:20.0];
// a cache policy of NO must be used otherwise the previous query is used if the phone is not online
BOOL canGo = [NSURLConnection canHandleRequest:request];
if(canGo){
    connection = [[NSURLConnection alloc] initWithRequest:request 
                                                 delegate:self 
                                         startImmediately:YES];
} else {
    self.errorMessage = @"\n\nurl check failed\n\n";
    return NO;
}