David Müller has a new post to his site today showing why validating URLs with filter_var is a good thing for the security of your application.

Since PHP 5.2 brought us the filter_var function, the time of such [regular expressions-based] monsters was over. [With] the simple, yet effective syntax [and] with a third parameter, filter flags can be passed, [...] 4 flags are available [for URL filtering].

He shows how to use it to filter out a simple XSS issue (a "script" tag in the URL) and some examples of issues that the filter_var function doesn't prevent - like injection of other schemes (like "php://" or "javascript://"). He recommends adding a wrapper around the method to check for the correct scheme (ex. "http" or "https" for URLs) and reminds you that filter_var is not multibyte capable.