Say you have a products catalog for your web size and your search page allows to search by product name, description, color and size (say you sell bras):
create table [products] (
    product_id int identity(1,1) not null primary key
    , name varchar(256)
    , description varchar(max)
    , color varchar(256)
    , size varchar(256));
GO  
create procedure usp_dynamicSearch
    @product varchar(256) = NULL
    , @description varchar(256) = NULL
    , @color varchar(256) = NULL
    , @size varchar(256) = NULL
as
begin
    set nocount on;
    declare @sql nvarchar(max)
        , @and nvarchar(5);
    set @sql = N'SELECT 
        product_id, name, description, color, size 
        FROM products
        WHERE ';
    set @and = N'';
    if (@product is not null) 
    begin
        set @sql = @sql + N'name LIKE ''' + @product + N'''';
        set @and = N' AND ';
    end
    if (@description is not null) 
    begin
        set @sql = @sql + @and + N'description LIKE ''' + @description + N'''';
        set @and = N' AND ';
    end
    if (@color is not null) 
    begin
        set @sql = @sql + @and + N'color = ''' + @color + N'''';
        set @and = N' AND ';
    end
    if (@size is not null) 
    begin
        set @sql = @sql + @and + N'size = ''' + @size + N'''';
    end 
    exec sp_executesql @sql;
end
GO
You use a stored procedure that dynamically constructs a SQL appropiate for the search. You invoke it by passing parameters:
exec usp_dynamicSearch @color = N'Red', @size = N'58-DD';
Since the procedure constructs dynamic SQL in a careless fashion, is still open to SQL injection:
exec usp_dynamicSearch @color = N'Red', @size = N''';
INSERT INTO products (name, description) 
values (''31337'', ''haxorz!''); 
--';
The unwanted product was sinserted in the catalog (to make this a bening attack...). In this case, the appropiate fix is to use parameters in the dynamic SQL as well and further pass the parameters to the sp_executesql invocation:
alter procedure usp_dynamicSearch
    @product varchar(256) = NULL
    , @description varchar(256) = NULL
    , @color varchar(256) = NULL
    , @size varchar(256) = NULL
as
begin
    set nocount on;
    declare @sql nvarchar(max)
        , @and nvarchar(5);
    set @sql = N'SELECT 
        product_id, name, description, color, size 
        FROM products
        WHERE ';
    set @and = N'';
    if (@product is not null) 
    begin
        set @sql = @sql + N'name LIKE @product';
        set @and = N' AND ';
    end
    if (@description is not null) 
    begin
        set @sql = @sql + @and + N'description LIKE @description';
        set @and = N' AND ';
    end
    if (@color is not null) 
    begin
        set @sql = @sql + @and + N'color = @color';
        set @and = N' AND ';
    end
    if (@size is not null) 
    begin
        set @sql = @sql + @and + N'size = @size';
    end 
    exec sp_executesql @sql , N'@product varchar(256)
        , @description varchar(256)
        , @color varchar(256)
        , @size varchar(256)'
        , @product, @description, @color, @size;
end
GO
So sp_executesql and dynamic SQL is the main concern. Other than that, there are also various system procedures that build dynamic SQL under the covers and historically some were proven to be vulnerable, specially on SQL 2000.