I think the safest thing to do in this scenario would be to validate all the $_POST data at the top of your script before you do anything with it, to make sure there is no undesirable code in any of the $_POST values.
For example - validate that $_POST[‘txtFirstName’] only contains characters for a valid first name and nothing else.
There is no need to escape user input unless you’re using it in database queries. In that case, use mysql_real_escape_string to escape strings. Or use PDO.