Again, this is done in the same way in Expression Web 1,2, and 3.
1. Click Tools
2. Choose Page Editor Options
3. A Dialog window with several Tabs opens. Choose the Authoring Tab.
4. Scroll down to the middle area where it reads, "Doctype and Secondary Schema".
5. Choose a Doctype - HTML 4.01 Strict or Transitional, XHTML 1.0 Strict or Transitional, or HTML 5.
6. Press OK.
Personally, I am switching over to HTML 5 only because enough HTML 5 is currently supported and will become a New Web Standard (Recommendation) in 2012, which quite frankly isn't too far away. I don't want to have to come back and change all my code to be HTML 5 compliant.
However, there is nothing wrong with choosing a different Doctype. Just choose one of those I listed above.
Choosing a Doctype is a matter of knowing ahead of time what type of elements you will be using. You can read more about the Doctype on my Sister Web Site, http://www.expression-web-3.com/Set-Doctype.html .