I am trying to create a column in a table that\'s a foreign key, but in MySQL that\'s more difficult than it should be. It would require me to go back and make certain changes
If you can swear for the life of you that nothing will ever access the DB though any other means then your (of course bug-free) PHP page, then doing it with PHP alone will be fine.
Since real-world scenarios always contain some uncertainty, it is good to have the DB server watching the integrity of your data.
For simple databases, referential integrity constraints might not be an absolute requirement, but a nice-to-have. The more complex the application gets, the more benefit can you draw from them. Planning them in early makes your life easier later.
Additionally, referential integrity does it's part in forcing you to design the database in a more by-the-book manner, because not every dirty hack is possible anymore. This is also a good thing.