Revison 1
Here's a little snippet I got from SitePoint that I now use all the time. Add the code below to the start of each script.

Basically, what this does is checks to see if magic_quotes_gpc() is enabled on the server, and if it is, then it gets rid of all the slashes that magic_quotes_gpc() adds to input from $_GET, $_POST and $_COOKIES globals.

It's a good snippet to use, because it negates the bad programming practices that having magic_quotes_gpc() lets you get away with, and means that you don't really on PHP to validate your input; you get to do it all yourself ;-)