SQL is the usual suspect, but also IO, system calls, ..
echo file_get_contents($_GET['file']);
// ?file=../config.php
$pdo->query('SELECT * FROM foo WHERE password="'.$_GET['pwd'].'"');
// ?pwd=food" OR 1=1 --
exec('rm -rf upload/'.$_GET['file']);
// ?file=*; rm -rf /;
<p><?php echo $userContent; ?></p>
<img src="foo.jpg" title="<?php echo $userContent; ?>" />
http://example.org/id=3
http://example.org/id=5
http://example.org/id=X
<form action="http://twitter.com/submit">
<input type="hidden" name="tweet"
value="I'm in your twitter, spamming all your friends" />
<input type="submit" value="Click me!" />
</form>
<img src="http://facebook.com/account?action=delete" />
<input name="authenticity_token" type="hidden" value="829000ddb69cdf1ffbdd8f2543b79f5e8b27add6" />
http://example.org/redirect.php?url=http://evample.org
<iframe src="http://twitter.com/?status=I'm in your tweets again"></iframe>