PHP has the new nice filter_input functions now, that for instance liberate you from finding ‘the ultimate e-mail regex’ now that there is a built-in FILTER_VALIDATE_EMAIL type

My own filter class (uses JavaScript to highlight faulty fields) can be initiated by either an ajax request or normal form post. (see the example below)
<?
/**
* Pork Formvalidator. validates fields by regexes and can sanitize them. Uses PHP filter_var built-in functions and extra regexes
* @package pork
*/

/**
 *  Pork.FormValidator
 *  Validates arrays or properties by setting up simple arrays. 
 *  Note that some of the regexes are for dutch input!
 *  Example:
 * 
 *  $validations = array('name' => 'anything','email' => 'email','alias' => 'anything','pwd'=>'anything','gsm' => 'phone','birthdate' => 'date');
 *  $required = array('name', 'email', 'alias', 'pwd');
 *  $sanitize = array('alias');
 *
 *  $validator = new FormValidator($validations, $required, $sanitize);
 *                  
 *  if($validator->validate($_POST))
 *  {
 *      $_POST = $validator->sanitize($_POST);
 *      // now do your saving, $_POST has been sanitized.
 *      die($validator->getScript()."<script type="text/javascript">alert('saved changes');</script>");
 *  }
 *  else
 *  {
 *      die($validator->getScript());
 *  }   
 *  
 * To validate just one element:
 * $validated = new FormValidator()->validate('[email protected]', 'email');
 * 
 * To sanitize just one element:
 * $sanitized = new FormValidator()->sanitize('<b>blah</b>', 'string');
 * 
 * @package pork
 * @author SchizoDuckie
 * @copyright SchizoDuckie 2008
 * @version 1.0
 * @access public
 */
class FormValidator
{
    public static $regexes = Array(
            'date' => "^[0-9]{1,2}[-/][0-9]{1,2}[-/][0-9]{4}\$",
            'amount' => "^[-]?[0-9]+\$",
            'number' => "^[-]?[0-9,]+\$",
            'alfanum' => "^[0-9a-zA-Z ,.-_\\s\?\!]+\$",
            'not_empty' => "[a-z0-9A-Z]+",
            'words' => "^[A-Za-z]+[A-Za-z \\s]*\$",
            'phone' => "^[0-9]{10,11}\$",
            'zipcode' => "^[1-9][0-9]{3}[a-zA-Z]{2}\$",
            'plate' => "^([0-9a-zA-Z]{2}[-]){2}[0-9a-zA-Z]{2}\$",
            'price' => "^[0-9.,]*(([.,][-])|([.,][0-9]{2}))?\$",
            '2digitopt' => "^\d+(\,\d{2})?\$",
            '2digitforce' => "^\d+\,\d\d\$",
            'anything' => "^[\d\D]{1,}\$"
    );
    private $validations, $sanatations, $mandatories, $errors, $corrects, $fields;
    

    public function __construct($validations=array(), $mandatories = array(), $sanatations = array())
    {
        $this->validations = $validations;
        $this->sanitations = $sanitations;
        $this->mandatories = $mandatories;
        $this->errors = array();
        $this->corrects = array();
    }

    /**
     * Validates an array of items (if needed) and returns true or false
     *
     */
    public function validate($items)
    {
        $this->fields = $items;
        $havefailures = false;
        foreach($items as $key=>$val)
        {
            if((strlen($val) == 0 || array_search($key, $this->validations) === false) && array_search($key, $this->mandatories) === false) 
            {
                $this->corrects[] = $key;
                continue;
            }
            $result = self::validateItem($val, $this->validations[$key]);
            if($result === false) {
                $havefailures = true;
                $this->addError($key, $this->validations[$key]);
            }
            else
            {
                $this->corrects[] = $key;
            }
        }
    
        return(!$havefailures);
    }

    /**
     *
     *  Adds unvalidated class to thos elements that are not validated. Removes them from classes that are.
     */
    public function getScript() {
        if(!empty($this->errors))
        {
            $errors = array();
            foreach($this->errors as $key=>$val) { $errors[] = "'INPUT[name={$key}]'"; }

            $output="$$(".implode(',', $errors).').addClass("unvalidated");'; 
            $output .= "new FormValidator().showMessage();";
        }
        if(!empty($this->corrects))
        {
            $corrects = array();
            foreach($this->corrects as $key) { $corrects[] = "'INPUT[name={$key}]'"; }
            $output .= '$$('.implode(',', $corrects).').removeClass("unvalidated");';   
        }
        $output = "<script type="text/javascript">{$output} </script>";
        return($output);
    }


    /**
     *
     * Sanitizes an array of items according to the $this->sanitations
     * sanitations will be standard of type string, but can also be specified.
     * For ease of use, this syntax is accepted:
     * $sanitations = array('fieldname', 'otherfieldname'=>'float');
     */
    public function sanitize($items)
    {
        foreach($items as $key=>$val)
        {
            if(array_search($key, $this->sanitations) === false && !array_key_exists($key, $this->sanitations)) continue;
            $items[$key] = self::sanitizeItem($val, $this->validations[$key]);
        }
        return($items);
    }


    /**
     *
     * Adds an error to the errors array.
     */ 
    private function addError($field, $type="string")
    {
        $this->errors[$field] = $type;
    }

    /**
     *
     * Sanitize a single var according to $type.
     * Allows for static calling to allow simple sanitization
     */
    public static function sanitizeItem($var, $type)
    {
        $flags = NULL;
        switch($type)
        {
            case 'url':
                $filter = FILTER_SANITIZE_URL;
            break;
            case 'int':
                $filter = FILTER_SANITIZE_NUMBER_INT;
            break;
            case 'float':
                $filter = FILTER_SANITIZE_NUMBER_FLOAT;
                $flags = FILTER_FLAG_ALLOW_FRACTION | FILTER_FLAG_ALLOW_THOUSAND;
            break;
            case 'email':
                $var = substr($var, 0, 254);
                $filter = FILTER_SANITIZE_EMAIL;
            break;
            case 'string':
            default:
                $filter = FILTER_SANITIZE_STRING;
                $flags = FILTER_FLAG_NO_ENCODE_QUOTES;
            break;
             
        }
        $output = filter_var($var, $filter, $flags);        
        return($output);
    }
    
    /** 
     *
     * Validates a single var according to $type.
     * Allows for static calling to allow simple validation.
     *
     */
    public static function validateItem($var, $type)
    {
        if(array_key_exists($type, self::$regexes))
        {
            $returnval =  filter_var($var, FILTER_VALIDATE_REGEXP, array("options"=> array("regexp"=>'!'.self::$regexes[$type].'!i'))) !== false;
            return($returnval);
        }
        $filter = false;
        switch($type)
        {
            case 'email':
                $var = substr($var, 0, 254);
                $filter = FILTER_VALIDATE_EMAIL;    
            break;
            case 'int':
                $filter = FILTER_VALIDATE_INT;
            break;
            case 'boolean':
                $filter = FILTER_VALIDATE_BOOLEAN;
            break;
            case 'ip':
                $filter = FILTER_VALIDATE_IP;
            break;
            case 'url':
                $filter = FILTER_VALIDATE_URL;
            break;
        }
        return ($filter === false) ? false : filter_var($var, $filter) !== false ? true : false;
    }       
    


}

Of course, keep in mind that you need to do your sql query escaping too depending on what type of db your are using (mysql_real_escape_string() is useless for an sql server for instance). You probably want to handle this automatically at your appropriate application layer like an ORM. Also, as mentioned above: for outputting to html use the other php dedicated functions like htmlspecialchars 😉

For really allowing HTML input with like stripped classes and/or tags depend on one of the dedicated xss validation packages. DO NOT WRITE YOUR OWN REGEXES TO PARSE HTML!