Few commands that I've just discovered (see [1]) and which can be useful :
To write text under/over an arrow one can use \xrightarrow[subscript]{superscript} and \xleftarrow[subscript]{superscript}. If the subscript/superscript is too wide the arrow is automatically extended.
$\displaystyle f(x)\xrightarrow[x\to 0]{}42 \text{ and } f(x)\xrightarrow[\text{sometimes}]{} 1
$
The command \cfrac{}{} gives continued fractions (to get the same result using \frac{}{} one has to use \displaystyle) :
$\displaystyle \cfrac{1}{1+\cfrac{1}{1+\cfrac{1}{1+\cdots}}}$
To get multiline subscripts and superscripts : \substack{ first line\\ second line\\ third line \\ ... }
$\displaystyle
\theta(n) = \sum_{\substack{
1\leq i\leq n\\
1\leq j\leq i}} i\times j
\text{ and } f(x,y) \xrightarrow[\substack{x\to 0\\y\to 0}]{} 42$
For those of you who integrate functions of more than four variables :
$\displaystyle \idotsint\limits_{ \mathbb{R}^n}\varphi(x_1,x_2,\ldots,x_n)\,\mathrm{ d}x_1\mathrm{d}x_2\ldots \mathrm{d}x_n$
Edit : To get a small matrix one can use... \begin{smallmatrix}...\end{smallmatrix}. It gives something like this : $\displaystyle \begin{smallmatrix} 1 & 2 \\ 3 & 4 \end{smallmatrix}$.
[1] http://pages.usherbrooke.ca/cimel/im...math_guide.pdf (not all the commands given in this file are available on the forum...)