Davey Shafik has created a cheat sheet useful for any developer out there using a database, one to remind you of the filtering and escaping techniques to use before putting data into your database or outputting it to your site.
After having two conversation on escaping data for MySQL? insertion within 5 minutes of each other in ##php@freenode, I decided to created a cheat sheet on Filtering & Escaping in general.
I think what most people are not aware of is that not just outputting to the browser is output. So it querying a database, or calling one of the exec functions, or even using the mail function (not mentioned on the cheat sheet, perhaps for v2.
You can grab the cheat sheet here in a PDF format.