Besides the .htaccess way, I have seen a useful pattern in various frameworks, for example in ruby on rails. They have a separate pub/ directory in the application root directory and the library directories are living in directories at the same level as pub/. Something like this (not ideal, but you get the idea):
app/
|
+--pub/
|
+--lib/
|
+--conf/
|
+--models/
|
+--views/
|
+--controllers/
You set up your web server to use pub/ as document root. This offers better protection to your scripts: while they can reach out from the document root to load necessary components it is impossible to access the components from the internet. Another benefit besides security is that everything is in one place.
This setup is better than just creating checks in every single included file because "access not permitted" message is a clue to attackers, and it is better than .htaccess configuration because it is not white-list based: if you screw up the file extensions it will not be visible in the lib/, conf/ etc. directories.