Regression: how to check for linearity in a massive dataset?


I have an assignment to conduct regression analysis on a dataset with several thousand cases. I try creating a scatterplot matrix with SPSS (there are about 10 variables) and it gives me a rendering error or when I double click the graph to bring up the chart editor a memory error. Is there any other way to check for linearity?
Thanks jamesmartinn

I was going about things efficiently. First I whittled the predictors down because a few were collinear and/or had low standardised coefficients, which has left me with 3 predictor and 1 DV metric variables and one 'dummy' IV, so I created a scatterplot matrix of the 4 metric variables in the model.