PHP Data Objects or PDO is an extension for PHP that gives a consistent interface for accessing databases. Each database will have it’s own driver that must be installed or enabled in your PHP installation. It gives me a data-access abstraction layer which allows me to change the underlying database type without changing my code.
PDO also allows me to access my database in a more object oriented manner which is always a plus.
PDO allows me to use prepared statements which enhances security and performance if used correctly.
Here is a good tutorial for using PHP PDO.