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.
The command \cfrac{}{} gives continued fractions (to get the same result using \frac{}{} one has to use \displaystyle) :
To get multiline subscripts and superscripts : \substack{ first line\\ second line\\ third line \\ ... }
For those of you who integrate functions of more than four variables :
Edit : To get a small matrix one can use... \begin{smallmatrix}...\end{smallmatrix}.

It gives something like this :

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[1]
http://pages.usherbrooke.ca/cimel/im...math_guide.pdf (not all the commands given in this file are available on the forum...)