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 
Filtering & Escaping Cheat Sheet (PDF) - Grab it now!
Anyhow, I hope people find this useful!
- Davey
Update: This is not just for !MySQL users, everybody should read it, I provided alternates to !MySQL's methods in the on place I use them 
Update 2: Digg It
Update 3: Fixed the typo 