How can I check dependency list for a deb package

This will show you all the information about the package:

dpkg -I package.deb

In addition to the dpkg method, you can check the dependencies of packages in the repository:

apt-cache depends package-name

EDIT Updated with @Tino's recommendation. @Tigran's comment no longer applies.

For 14.04 and later:

dpkg doesn't have the -I any more and you have to use dpkg-deb to show package information including dependencies:

dpkg-deb -I package.deb