A double opt-in at signup is the best way to make sure email addresses are valid before adding them to the audience, as it requires the subscriber to confirm their email address by clicking on a link sent to their inbox.
This ensures that the email address is not fake, misspelled, or belongs to someone else. A double opt-in also helps to build trust and consent with the subscriber. A Smart Capture block or a CAPTCHA validation would not verify the validity of the email address, but only capture or filter the input from the form.