Smashing Magazine has posted an excellent security guide to get you on the road to protecting your site and its data from some of the most common mistakes applications can make. Several of the topics even come with PHP code to illustrate.
Unfortunately, unless we're careful with the code we write, the answer to these questions can often be one we'd rather not hear. We'll skip over denial of service attacks in this article, but take a close look at the other issues. To be more conformant with standard terminology, we'll talk about Cross-Site Scripting (XSS), Cross-Site Request Forgery (CSRF), Phishing, Shell injection and SQL injection. We'll also assume PHP as the language of development, but the problems apply regardless of language, and solutions will be similar in other languages.
For each of the topics, there's a general description of how the attack works and, if applicable, some PHP code showing the right and wrong ways it can be handled. Fir things like Click Jacking or Phishing, the descriptions aren't so much about backend code as they are frontend and personal manipulation.