This may seem obvious, but remember that pg_escape_string escapes values for use as string literals in an SQL query -- if you need to escape arbitrary strings for use as SQL identifiers (column names, etc.), there doesn't seem to be a PHP function for that so you'll have to do that escaping yourself. (PostgreSQL has an in-database function, quote_ident(), that does this.)
This can be an issue if your database contains mixed-case (or otherwise unusual) column names and you have a class interface managing your database/query interactions (for connecting to different types of databases). If you don't double-quote your column names then postgreSQL will match them case-insensitively, but will label the results in all-lowercase (which differs from MySQL).
For example:
<?php
$res = pg_query("Select columnName from table");
$row = pg_fetch_assoc($res);
var_dump($row['columnName']); var_dump($row['columnname']); $res = pg_query("Select \"columnName\" from table");
$row = pg_fetch_assoc($res);
var_dump($row['columnName']); var_dump($row['columnname']); ?>