Okay, hoping not to lead you astray again 😉 I'm going to give an answer without doing any new research and hope my old research stands. By the way, sounds liek you got what you were after with "all the different header types", so I'll aswer the second part of your post:
From what I remember the super global $REQUEST can be from data submitted via POST or GET and I would use $GET or $_POST super globals instead. Yes, it's a good idea to use them. Especially with register_globals=on. For example, say you had a form that passed variables to a from handler. Let's say you have register_globals=on and therefore you obtain the variable values via $formvalue1, $formvalue2, etc. But you also have a variable $loggedin we'll call it. Keep in mind now that $loggedin or even your form variable's values can be set through any input method -- session, cookie, POST, or GET (no I don't have an example, not in a unethical hacker mood tonight but you get the idea.)