I was looking at the card Leyline of Sanctity and noticed that it gives its controller hexproof. I understand that this means that I can't use any spells or abilities that target the player, but what about "side effects" that target another permanent, and then result in damage or an effect on the player?
If I use Draconic Roar and reveal a dragon, will the 3 damage fizzle or will it get through since the player isn't the primary target?
Hexproof only prevents targeting. Any effects that affect the player without targeting (e.g. "Deal 2 damage to each opponent") still work. Draconic Roar doesn't target your opponent, so his hexproof has no effect.
While both answers answer the specific case, would like to explain a bit more broadly, since the question is a lot more broadly worded than the specific instance. Since the player has hexproof, but the card Draconic Roar does not say 'target player', all effects of the spell will occur. However, a very similar card, Searing Blaze instead reads:
Searing Blaze deals 1 damage to target player and 1 damage to target creature that player controls.
In this instance, if your opponent had Leyline of Sanctity out, you would not be able to cast Searing Blaze targeting your opponent's creature, because in order to cast a card, you have to have a valid target for each instance of target of the card, and you can't target your opponent. If you have a creature though, you could still cast it targeting yourself and your creature.
Now, a bit more niche of an instance that still is relevant to the general question at hand: lets say your opponent has Leyline of Anticipation out, as well as a creature. You cast Searing Blaze targeting them and their creature. In response, they cast Leyline of Sanctity, giving themselves hexproof when it resolves. Searing Blaze will still resolve and deal 1 damage to their creature (or 3, if Landfall is in effect), but won't deal any damage to them.
Hexproof is very simple: if a spell or ability uses the word "target", that target can't legally be that player. It doesn't affect damage, or life loss, or anything else once the spell is resolving.
In the specific case of Draconic Roar, the only target you choose is a creature, so it is legal to cast and it resolves. The Leyline can't affect what happens once the spell starts resolving, so the damage is dealt to the player.
[mtg:Draconic Roar], a link will be created automatically for you. The feature has a few bugs, but it works most of the time. Also, more often than not, taglines like "Hello" or "Thanks" will be edited out of the post (see why here). You can edit it back in if you really want it to be there. Otherwise, nice question! – Rainbolt May 6 '15 at 16:43