On the PHP Discovery blog, there's a new post reminding PHP developers of some of the more dangerous ways that remote execution could effect your site and some of the common entry points it can have.
PHP has numerous ways to execute raw PHP code unless you the programmer stops it. Best way in preventing these methods is making sure you check the input of what your users are inputting, and making sure you escape all malicious actions that a hacker,cracker, kiddy scripter might want to do to your website.
He summarizes four of the things from the Pro PHP Security book from Apress (by Chris Snyder and Michael Southwell) that can leave holes in you application for would-be explots - preg_replace, shell_exec/exec, eval (which we all know is only one letter from "evil" anyway) and require/include.