By default there is no way to validate / check file size before it is uploaded, but jQuery Uploadify Plugin makes use of Flash program to determine the size of the File as soon as it is selected.

jQuery Uploadify plugin has a sizeLimit attribute which accepts the size in bytes.
Note: In one of my previous articles I have explained how to upload multiple files GMAIL style using jQuery Uploadify plugin, and hence only relevant explanation is provided here.
Multiple File Uploads Gmail Style using JQuery and ASP.Net
<script type = "text/javascript">
    $(window).load(
    function () {
        $("#<%=FileUpload1.ClientID %>").fileUpload({
            'uploader': 'scripts/uploader.swf',
            'cancelImg': 'images/cancel.png',
            'buttonText': 'Browse Files',
            'script': 'Upload.ashx',
            'folder': 'uploads',
            'fileDesc': 'Image Files',
            'fileExt': '*.jpg;*.jpeg;*.gif;*.png',
            'multi': true,
            'auto': true,
            'sizeLimit': (600 * 1024), //600 KB
            onError: function (a, b, c, d) {
                if (d.type === "File Size") {
                    // Display error message in span
                    $("#err").html('File: ' + c.name + ' Maximum ' + d.type + ' Limit: ' + Math.round(d.sizeLimit / 1024) + 'KB');
                }
            }
        });
    }
);
</script>
As you can see above I have specified the size limit of 600 KB. If the file size exceeds the limit it throws File Size error.