I'm aware it's possible to customize and then direct users to that customized confirmation page as part of the CM mailing-list sign-up process.
Is it at all possible to customize/create my own error page to maintain the aesthetics of the site this sign-up form lives on.
Your best way to do this is with some script on your own site - just do a check for a valid email address and return your own errors before submitting to Campaign Monitor.
See http://www.campaignmonitor.com/blog/post/1766/making-certain-fields-required/ for an example.
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