On PHPBuilder.com there's a recent tutorial posted abut using the filter extension (now a part of the PHP core since 5.2) to filter and validate incoming user data.

With so much potential for distraction, it's no wonder that developers continue to fall victim to the very same security gaffes that have afflicted the community for well over a decade. Notably, failure to properly validate user input remains the single most serious security issue, with several of the Open Web Application Security Project's top ten security risks originating directly from this oversight.

He shows how much of an issue improperly escaped data can cause and how to validate a few different kinds of data like alphanumeric string and integers. He also mentions using prepared statements or the Zend_Filter component of the Zend Framework.