I think it depends on what level you're looking to check/prevent SQL Injection at.
At the top level, you can use URLScan or some Apache Mods/Filters (somebody help me out here) to check the incoming URLs to the web server itself and immediately drop/ignore requests that match a certain pattern.
At the UI level, you can put some validators on the input fields that you give to a user and set maximum lengths for these fields. You can also white list certain values/patterns as needed.
At the code level, you can use parametrized queries, as mentioned above, to make sure that string inputs go in as purely string inputs and don't attempt to execute T-SQL/PL-SQL commands.
You can do it at multiple levels, and most of my stuff do date has the second two issues, and I'm working with our server admins to get the top layer stuff in place.
Is that more along the lines of what you want to know?