The greatest weakness in many PHP programs is not inherent in the language itself, but merely an issue of code not being written with security in mind. For this reason, you should always take the time to consider the implications of a given piece of code, to ascertain the possible damage if an unexpected variable is submitted to it.
// remove a file from the user's home directory... or maybe
// somebody else's?
// Write logging of their access... or maybe an /etc/passwd entry?
fwrite ($fp, $evil_var);
// Execute something trivial.. or rm -rf *?
You should always carefully examine your code to make sure that any variables being submitted from a web browser are being properly checked, and ask yourself the following questions:
By adequately asking these questions while writing the script, rather than later, you prevent an unfortunate re-write when you need to increase your security. By starting out with this mindset, you won't guarantee the security of your system, but you can help improve it.
You may also want to consider turning off register_globals, magic_quotes, or other convenience settings which may confuse you as to the validity, source, or value of a given variable. Working with PHP in error_reporting(E_ALL) mode can also help warn you about variables being used before they are checked or initialized (so you can prevent unusual data from being operated upon).