PDO

"A native mechanism for connecting to databases called PHP data objects, or PDO for short"

Also know as a prepared statement, a PDO provides methods for working with databases, including MySQL databases. Their main asset is to execute the same or similar database statements repeatedly with high efficiency.

Benefits of using PDO's:

Access a wide range of DB's
Use of exceptions for error handling
The overhead of compiling and optimising the statement is incurred only once, although the statement can be executed multiple times.
PDO's offer protection against malicious SQL injection attacks

// This creates an object of the PDO class
$db = new PDO("mysql:host=localhost;dbname=shane;port=????", "USERNAME", "PASS");

Example

try {
  // Create object that can connect to the DB
  $db = new PDO("mysql:host=localhost;dbname=shane;port=0000", "USERNAME", "PASS");
  // Throw exceptions when there's an error in the query
  $bd->setAttribute(PDO::ARRT_ERRMODE, PDO::ERRMODE_EXCEPTION);
  // Define the character set
  $db->exec("SET NAMES 'utf8'");
} catch(Exception $e) {
  echo "Error connecting to DB";
  exit;
}

try {
  // Using the query method on the PDO to get data
  $results = $db->query("SELECT whatever, whatever2 FROM wherever ORDER BY sku ASC");
} catch(Exception $e) {
  echo "Error retrieving data";
  exit;
}

var_dump($results->fetchAll(PDO::FETCH_ASSOC));

References

PDO Vs. MySQLi: Which should you use? - Envatotuts+