php5.5でPDOを始めたばかりです。

　データベースがMySQLだとして(コンストラクタしか関係ありませんが)

 <?php
 try {
   $dbh = new PDO('mysql:host=localhost;dbname=test', $user, $pass);

   $sql_stmt =  <<<EOT
   SELECT
   U.user_id as user_id,
   U.username as username,
   U.password as password,
   U.nickname as nickname,
   U.gender as gender,
   U.birthday as birthday,
   U.reg_date as reg_date
   FROM
   user_master as U
   LEFT JOIN
   user_autologin as A ON U.user_id = A.user_id
   WHERE
   A.user_key = :user_key
   EOT;

   $stmt = $dbh->prepare($sql_stmt);
   $stmt->bindParam(':user_key', $data['user_key']);
   $stmt->execute();

   while ($row = $stmt->fetch()) {
      print_r($row);
   }
   $dbh = null;
 } catch (PDOException $e) {
   print "エラー!: " . $e->getMessage() . "<br/>";
   die();
 }
?> 

　こんな感じでしょうか。