The importance of preventing SQL injection cannot be overstated, as it can lead to unauthorized access to sensitive data and compromise the security of web applications. Common mistakes include using string concatenation to build SQL queries, which allows attackers to influence the execution path or insert malicious code. Escaping user input by adding escape characters is not foolproof and requires careful handling of edge cases. Prepared statements with parameterization are a safer alternative, as they define the SQL structure separately and treat parameters as data rather than executable code. Entity Framework provides several methods to safely interact with databases, including LINQ queries, FromSqlInterpolated, and FromSqlRaw with explicit parameters. These methods can help prevent SQL injection vulnerabilities and ensure the integrity of sensitive data.