There is a large number of vulnerabilities and attacks that impact the security of your application. You can start with a list of the most common and critical ones and OWASP Top 10 is the most popular resource containing detailed information and excellent cheat sheets for a quick start.
Vulnerabilities come from insecure development practices so here is the OWASP Secure Coding Practices Quick Reference Guide in a checklists format. Implementation of these practices will mitigate most common software vulnerabilities.
Your questions is about input validation which is only a part of the problem you are trying to solve. Securing your web application is not an exact science where a complete list of all possible issues and fixes can be defined and implemented.
But still, input validation is one of the most effective technical controls for application security. It can mitigate numerous vulnerabilities including cross-site scripting, various forms of injection, and some buffer overflows.
Variables used to acquire user-supplied in PHP:
$_GET
$HTTP_GET_VARS
$_POST
$HTTP_POST_VARS
$_COOKIE
$HTTP_COOKIE_VARS
$_REQUEST
$_FILES
$HTTP_POST_FILES
$_SERVER[‘REQUEST_METHOD’]
$_SERVER[‘QUERY_STRING’]
$_SERVER[‘REQUEST_URI’]
$_SERVER[‘HTTP_ACCEPT’]
$_SERVER[‘HTTP_ACCEPT_CHARSET’]
$_SERVER[‘HTTP_ACCEPT_ENCODING’]
$_SERVER[‘HTTP_ACCEPT_LANGUAGE’]
$_SERVER[‘HTTP_CONNECTION’]
$_SERVER[‘HTTP_HOST’]
$_SERVER[‘HTTP_REFERER’]
$_SERVER[‘HTTP_USER_AGENT’]
$_SERVER[‘PHP_SELF’]