XSS vulnerability on website

I'm using these functions to filter all my input variables. I was quite confident it would protect my website from possible XSS and SQL injections, but there are still vulnerabilities.

Please suggest improvements for my filter code.

//filter input field
function cleanMe($data) {
   // normalize $data because of get_magic_quotes_gpc
   $dataNeedsStripSlashes = get_magic_quotes_gpc();
   if ($dataNeedsStripSlashes) {
       $data = stripslashes($data);
   }
   // normalize $data because of whitespace on beginning and end
   $data = trim($data);
   // strip tags
   $data = strip_tags($data);
   // replace characters with their HTML entitites
   $data = htmlentities($data);
   // mysql escape string    
   $data = mysql_real_escape_string($data);
   //call xss clean
   $data=xss_clean($data);
   return $data;
}
function xss_clean($data)
{
// Fix &entity\n;
$data = str_replace(array('&','<','>'), array('&','<','>'), $data);
$data = preg_replace('/(&#*\w+)[\x00-\x20]+;/u', '$1;', $data);
$data = preg_replace('/(&#x*[0-9A-F]+);*/iu', '$1;', $data);
$data = html_entity_decode($data, ENT_COMPAT, 'UTF-8');

// Remove any attribute starting with "on" or xmlns
$data = preg_replace('#(<[^>]+?[\x00-\x20"\'])(?:on|xmlns)[^>]*+>#iu', '$1>', $data);

// Remove javascript: and vbscript: protocols
$data = preg_replace('#([a-z]*)[\x00-\x20]*=[\x00-\x20]*([`\'"]*)[\x00-\x20]*j[\x00-\x20]*a[\x00-\x20]*v[\x00-\x20]*a[\x00-\x20]*s[\x00-\x20]*c[\x00-\x20]*r[\x00-\x20]*i[\x00-\x20]*p[\x00-\x20]*t[\x00-\x20]*:#iu', '$1=$2nojavascript...', $data);
$data = preg_replace('#([a-z]*)[\x00-\x20]*=([\'"]*)[\x00-\x20]*v[\x00-\x20]*b[\x00-\x20]*s[\x00-\x20]*c[\x00-\x20]*r[\x00-\x20]*i[\x00-\x20]*p[\x00-\x20]*t[\x00-\x20]*:#iu', '$1=$2novbscript...', $data);
$data = preg_replace('#([a-z]*)[\x00-\x20]*=([\'"]*)[\x00-\x20]*-moz-binding[\x00-\x20]*:#u', '$1=$2nomozbinding...', $data);

// Only works in IE: <span style="width: expression(alert('Ping!'));"></span>
$data = preg_replace('#(<[^>]+?)style[\x00-\x20]*=[\x00-\x20]*[`\'"]*.*?expression[\x00-\x20]*\([^>]*+>#i', '$1>', $data);
$data = preg_replace('#(<[^>]+?)style[\x00-\x20]*=[\x00-\x20]*[`\'"]*.*?behaviour[\x00-\x20]*\([^>]*+>#i', '$1>', $data);
$data = preg_replace('#(<[^>]+?)style[\x00-\x20]*=[\x00-\x20]*[`\'"]*.*?s[\x00-\x20]*c[\x00-\x20]*r[\x00-\x20]*i[\x00-\x20]*p[\x00-\x20]*t[\x00-\x20]*:*[^>]*+>#iu', '$1>', $data);

// Remove namespaced elements (we do not need them)
$data = preg_replace('#</*\w+:\w[^>]*+>#i', '', $data);

do
{
    // Remove really unwanted tags
    $old_data = $data;
    $data = preg_replace('#</*(?:applet|b(?:ase|gsound|link)|embed|frame(?:set)?|i(?:frame|layer)|l(?:ayer|ink)|meta|object|s(?:cript|tyle)|title|xml)[^>]*+>#i', '', $data);
}
while ($old_data !== $data);

// we are done...
return $data;
}