In one of his recent blog entries, Brian Moon takes a look at what he considers the "proper use" of the PHP superglobal $_REQUEST (as brought on by a thread on the PHP internals mailing list.
I have seen more than one person make the following logic mistake: I may get data via GET, I may get data via POST - Ah, I should use $_REQUEST as it will catch both.
Brian points out the error - cookies aren't in $_REQUEST so improper handling of those values could lead to cookie data overwriting GET/POST data from $_REQUEST. Several of the comments on the post also warn against improper handling of the values, noting that doing so could lead to holes open for attacks (like session fixation).