things that the application can do for you

cache control headers
setting up the session for you
set the encoding header for the browser (latin1 or utf-8 etc)
set up $sGlobals or $session for you
set up all the variables used for logging and stuff
set up auto prepend append stuff???
set up language stuff?
initialize sequence stuff

first set the globals stuff
set default params for each module
the app should alert users if contants are not set, not just throw bad errors
set up default db connection

perform an necessary module init stuff

list files for inclusion (php5)
include files (php4)