While not specific to PHP, security is something that all developers need to think about in their applications. To that end, the Infosec Institute has published this guide to helping you prevent SQL injection attacks that could come in via the HTTP headers of requests to your site.
During vulnerability assessment or penetration testing, identifying the input vectors of the target application is a primordial step. Sometimes, when dealing with Web application testing, verification routines related to SQL injection flaws discovery are restricted to the GET and POST variables as the unique inputs vectors ever. What about other HTTP header parameters? Aren’t they potential input vectors for SQL injection attacks? How can one test all these HTTP parameters and which vulnerability scanners to use in order to avoid leaving vulnerabilities undiscovered in parts of the application?
They start by describing the different kinds of headers that the attacks could come in on - GET, POST, cookies and the other HTTP headers. According to some results, the HTTP headers option is the least protected in most common applications. He includes some good examples of headers that might contain malicious data such as:
Techniques are also included showing you tools and methods to help test your own applications including some in-browser tools and external applications (like Sqlmap, Nessus, WebInspect, SkipFish and Wapiti) with some average scores from running them on various coverage scores.