You can check my tutorial for front-end user registration and login in WordPress:
http://www.cozmoslabs.com/1012-wordpress-user-registration-template-and-custom-user-profile-fields/
As to the wp_signon, wp_insert_user, wp_create_user and wp_update_user they take care of all sanitation and validation of your content.
Also you don’t need to use those filters in wp_create_user to create your users.