PDO does a very effective job of protecting your queries from XSS attacks. No need to worry about whether or not you remembered to protect your queries, because it is automatic. Several other frameworks support this feature as well.
Htmlspecialchars() or htmlentities() are recommended as protection from XSS attacks over a hand-crafted regex. But, you must take into account context. For example, htmlspecialchars() will protect dynamic content inside a tag but not inside a tag or an event handler such as onclick.
Within html comments, no protection is offered by encoding. The key to writing code that is not vulnerable to XSS attacks is understanding all the different attack vectors.
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