People love to consider sanitizing the inputs, but how you do so doesn't depend on the inputs but on the specific usage of it - more-or-less the output of your program.
Rather than trying to think of all the ways the inputs to your program could be abused to cause abuse, I find that it is safer to start at where the output occurs - database calls, system calls, etc. The most commonly used of these (database calls, shell commands, etc) tend to have a variety of encoding capabilities to ensure that when you want to stick a string in a particular place it does exactly that regardless of whether the string came from user input or elsewhere. For example, bind parameters for databases, or proper escaping functions.
If you think about it as sanitizing input it means you tend to misplace your attention to detail and only consider the entry to your application. A single input is often used to do multiple things through a program so you cannot properly handle sanitization at input.
The real push should be for proper output encoding, not input sanitization.