That's why I google a word or use webster.com. :-) I prefer using the quick reply instead of using the advanced reply...I like using the just the keyboard and not switching back and forth. That's what I would have to do if there was a spell check unless there was some sore of key command to do it. I do agree it would be a nice feature, though.
I just find it so much easier to press CTRL + N, ALT + D, type webster.com, and type in the word, or hit ALT + D, then tab to go to the Google toolbar.