When is it best to sanitize user input?

Question

User equals untrustworthy. Never trust untrustworthy user\'s input. I get that. However, I am wondering when the best time to sanitize input is. For example, do you blindly

Answer 1

I like to sanitize it as early as possible, which means the sanitizing happens when the user tries to enter in invalid data. If there's a TextBox for their age, and they type in anything other that a number, I don't let the keypress for the letter go through.

Then, whatever is reading the data (often a server) I do a sanity check when I read in the data, just to make sure that nothing slips in due to a more determined user (such as hand-editing files, or even modifying packets!)

Edit: Overall, sanitize early and sanitize any time you've lost sight of the data for even a second (e.g. File Save -> File Open)