These notes are pretty old by now, but still occasionally useful, so I leave them posted here.
First, install MiKTeX. This is the compiler that turns the LaTeX code you write into output such as a pdf. When I last did it, I chose the "'Basic MiKTeX 2.0' Installer". Pick your preferred paper type and I'd choose "Yes" for "Install missing packages on the fly" (but if you don't, you can change it later--see below).
Second, install TeXnicCenter. This is the editor where you type the LaTeX code. When you first open TexnicCenter, it asks something like, "Enter the full path of the directory where the executables (latex, tex, etc) of your TeX distribution are located." This is where MiKTeX is installed. On mine, the path is "C:\Program Files (x86)\MiKTeX 2.8\miktex\bin". Look for the folder with application files like "pdflatex". When it asks you about the viewer, it should find your Adobe Acrobat automatically. For the remaining optional fields, leave these blank for now and see the section below under tips called "TeXnicCenter output".
Try running this tex file available here (open it in TeXnicCenter, go to Build, Current File, Build and View), which should produce the output available here (if not, make sure output profile is LaTeX => pdf...more on that in the next section).
For anything more complicated, just google LaTeX and what you want to do and find examples or forum postings online.
When I discover something useful I want to remember how to do again in the future, I add it to this list. If you have any tips to share, feel free to add them to the "Comments" section at the bottom.
General:
Open MiKTeX options (go to the MiKTeX folder, Maintenance, Settings, or do run: mo.exe), under General, set default paper format to Letter, and under "Install missing packages on-the-fly" choose Yes.
If you're used to the red squiggly underlines from Word for spell check, TeXnicCenter can do the same thing. Go to Tools, Options, Spelling.
You can assign keyboard shortcuts to many things in TeXnicCenter (e.g., Ctrl-Shift-b for β). Go to Tools, Customize, Keyboards.
TeXnicCenter output:
TeXnicCenter can create file formats other than pdf. pdf is often what you want, but while writing a paper it's useful to use the DVI format. To change output to DVI, go to Build, Select Output Profile, and choose LaTeX => DVI. With DVI you can write code in TeXnicCenter, see the output in DVI, and then double click anywhere in the DVI file and it will take you to that location in the .tex file.
When you first install TeXnicCenter, after you build a pdf file you have to close it in order to build it again, which is really annoying to work with. This setting can be changed so that you don't have to close the pdf file to re-build when editing. Go to Build, Define Output Profiles. Go to the Viewer tab. Make sure LaTeX => PDF is selected on the left (it's always a good idea to create a backup copy first by clicking "Copy" near the bottom left and saving it under a different name as a backup in case you accidentally mess it up). Under "View project's output" and "Forward Search" set the options as follows (each without the quotation marks): select DDE command (instead of Command line argument), Command = "[DocOpen("%bm.pdf")][FileOpen("%bm.pdf")]", server="acroview", Topic="control". Under "Close document before running (La)Tex" set the options as follows (each without the quotation marks): select DDE command (instead of Command line argument), Command = "[DocClose("%bm.pdf")]", server="acroview", Topic="control".
You can also make other changes to the output profiles or create new ones. For example, you can create a profile that opens to page 14 of the PDF file. The easiest way is to copy an existing profile and then modify it. Go to Build, Define Output Profiles as you did to set up the LaTeX=>PDF profile. Select that profile in the area to the left and click the "Copy" button near the bottom. Save it with a name you'll recognize (e.g., LaTeX=>PDF_page). Then under "Forward Search" on the View tab, set Command = "[DocOpen("%bm.pdf")][DocGoTo("%bm.pdf",14)]". Leave everything else the way you set it based on the the previous paragraph. Or if you want it to open to the last page of the PDF file, you can change the 14 to something higher than your last page (e.g., 99).
When you make the PDF file, it creates a lot of extra files (e.g., name.aux, name.out). You can tell it to put these additional auxiliary files in a different directory. Go to Build, Define Output Profiles. Go to the (La)Tex tab. Make sure LaTeX => PDF is selected on the left (as mentioned above, it's always a good idea to make a backup copy before making changes). Under "Command line arguments to pass to the compiler", mine had "-interaction=nonstopmode "%pm" " there by default. Before that, add (without the quotation marks) "-aux-directory=auxFiles". In the directory where you have your main .tex file, create a folder named "auxFiles" and all the auxiliary files will be created in that folder. It's either not possible or I haven't figured out how to have it create the directory if it doesn't already exist, so you have to create it or it won't work. Make sure to leave a space after the folder name before the other options (so the entire field looks like this: "-aux-directory=auxFiles -interaction=nonstopmode "%pm" " including the quotation marks around the "%pm" but not at the start and end of the entire field). Another possibility is to specify a specific directory in which all auxiliary files will be written. I use "-aux-directory=C:\Users\Jon\AppData\Local\MiKTeX\JRLauxFiles" (I put my initials in the folder name because it makes it easier to find in with all the folders created by applications). On the rare occasions when I actually need one of these files (e.g., to look at the .txt log file), I either go to this directory or switch to an output profile that writes all these files locally to the folder with the main .tex file. In both cases, all auxiliary files are written to a separate folder and your main folder is left with only the .tex and .pdf files. If you want the output .pdf file to be saved elsewhere, you can also add "-output-directory=pdfOutput" to have them saved to the subdirectory "pdfOutput" (again, you have to create the folder yourself) or to a specific path in the same way as with the .
Tex file suddenly gives many build errors:
Occasionally I've been putting together slides that have been working fine and then suddenly stop working. The slides have been building perfectly with 0 errors. Then, all of a sudden, when I build the file, there are 100+ errors and the output won't open. I start by assuming that I accidentally did something in the file, causing the errors. So I try restoring the file to a previous version I backed up earlier. I expect this file to work since I know it worked fine when I saved it to a different location as a backup, but it does the same thing. So restoring previous versions doesn't fix the problem, and doing this causes you to lose whatever work you've done since the backup. So before trying that, try these things instead (as is always recommended, back up first).
Close everything. Delete all the files that appear after building except the .tex file itself. Re-open your .tex file and try again. If that doesn't work, close the .tex file and create a copy of it. You can just right-click and let it use the same name with " - copy" at the end and leave it in the same folder. Open up the copy and try building it. This file always seems to magically work even though its contents are identical to the one that didn't. If this copy works, you can delete the files with the original name (the .tex file and all the files that appear after building). Then you can change the name of the copy back to the original name and delete all the files with the " - copy" name. Try opening and building the "new" original file. I don't know why this works, but it always seems to be a solution to this very frustrating problem that results in no lost work.
Symbols:
This website lets you draw a symbol with your mouse and then identifies what it is. It works pretty well, but sometimes it's hard (for me at least) to draw clearly enough that it recognizes what I'm trying to draw. You can also click on the "symbols" button and then filter by command or package. For example, filter by command and type "\mathsc" into the "filter by" box and it lists all the script math letters. This is often an easier alternative to looking up symbols on the comprehensive symbol list.
Lists:
To locally change the indent for items in an itemize or enumerate environment, after the \begin{...}, include "\setlength{\itemindent}{-10pt}". The enumitem package gives you more control I think but I haven't used it.
To change the spacing between items in itemize (or enumerate) or put "\addtolength{\itemsep}{0.5cm}" after "\begin{itemize}" (or "\begin{enumerate}").
To get secondary horizontal alignment within each item in itemize and enumerate environments, you can use boxes. For example, suppose you have a list with two items: "\item $p$: price" and "\item $q(p)$: quantity". If you want to align the words "price" and "quantity", put the "p:" and "q(p):" in boxes using "\makebox[width][pos]{text}". So in this example: "\makebox[25pt][l]{$p$:} price" and "\makebox[25pt][l]{$q(p)$:} quantity". The "[l]" is a lower case L for "Left" alignment of the text in the box. You do have to manually pick the width of the box, here "[25pt]". So there's probably a better way to do this. But for now, see the section below on variables so you only have to type the value once per list.
The bullet used by itemize in the ams packages is "\textbullet".
Variables:
In a program, if you are going to use 1000 many times, you often use a variable, say "n=1000", and then refer to "n". You can do something similar in Latex. In the section above on Lists, the example included "[25pt]". Instead, you could define "\newcommand{\boxwidth}{25pt}" anywhere which stores the value "25pt" into the variable "\boxwidth". Then you can use "[\boxwidth]" instead of "[25pt]". To redefine "\boxwidth", do "\renewcommand{\boxwidth}{40pt}". It's easiest to define it at the top with \newcommand (the value doesn't matter--just pick anything) and then redefine it with \renewcommand where ever you use it (e.g., in each list) so that if you switch around the order you don't have to find the first place you use it.
You can also declare custom math operators. For example, suppose you want to use "\mathrm{\Phi}" throughout your tex document instead of "\Phi" but don't want to always have to type "\mathrm{\Phi}". If you include "\DeclareMathOperator{\PHI}{\mathrm{\Phi}}" in the beginning (you can call it something other than "\PHI" if you want), then you can type "\PHI" instead of "\mathrm{\Phi}" in equations and text. Also, if you define "\DeclareMathOperator*{\argmax}{argmax}", then if you use "\argmax_{0 \leq q_i \leq s_i}" it will center the "{0 \leq q_i \leq s_i}" properly under the full "argmax" instead of just under the "max".
You can also declare custom math operators that take arguments. For example, include "\newcommand{\ind}[1]{\textbf{1}\{#1\}}" at the top and then use "\ind{condition}" for an indicator function where the condition is an argument inside { }.
Equation alignment:
To change the spacing between lines in an align environment, instead of "\\" you can use "\\[5pt]", "\\[-5pt]", etc.
Using multiple "&" inside align often seems to give strange results. Using alignat sometimes works better.
Horizontal lines:
To draw a horizontal line in the text (not in a tabular, for which you generally use "\hline" or "\cline{i-j}"), you can use "\noindent\hrulefill".
Color:
To use color, include "\usepackage{color}" and do "{\color{red}whatever you want to be red}". For more details and a list of predefined colors, go here. To define custom colors, include "\definecolor{mypurple}{RGB}{153,51,255}" and then do "{\color{mypurple}...}".
Equations in sections:
If you are using the hyperref package for PDF (sub)(sub)section bookmarks and have equation symbols in (sub)(sub)sections titles, the PDF bookmarks don't display the math symbols correctly (and you get lots of warnings). You can specify the non-equation text to display in the PDF bookmarks explicitly by replacing, e.g., "\subsection{Case 1: $x<\bar{x}$}" with something like "\subsection{Case 1: \texorpdfstring{$x<\bar{x}$}{x < xbar}}".
Tikz:
Sometimes when using the "opacity" option (e.g., "fill opacity=0.2", "draw opacity=0.5"), the colors everywhere in the document become darker and duller. I haven't found an explanation for why this happens or if there is a better way to fix it. But including "\pdfpageattr{/Group <</S /Transparency /I true /CS /DeviceRGB>>}" in the preamble makes the problem go away.
A few characters I always forget but want to know on occasion:
Lower case script L: \ell
Distributed Normal: \sim \mathcal{N}
Check mark (✓): "\checkmark" (how I forget this one is a good question)
Most packages come with MiKTeX, and if you set it to install them when you use them as described above, you shouldn't have to install anything. To include a package, at the top, include "\usepackage{packagename}".
A few other useful packages include (many are available at CTAN, or just google latex xxx package):
The AMS LaTeX page has useful information as well as the amsmath package that you'll likely want to install at some point.
geometry: change margins (e.g., \usepackage[margin=1in]{geometry} for 1 inch margins)
fancyhdr: to control headers and footers
hyperref: for URL links and to create PDF files with bookmarks (also makes equation numbers links to equations)
beamer: slide presentations using LaTeX--much better than power point for equations (if it doesn't work after installing it, make sure you've set MiKTeX to install packages on-the-fly)
tikz: draw all sorts of graphics (e.g., trees, graphs). A bit hard to learn (as you might guess based on its 726 page manual), but very useful once you do. Not sure if the link to the left is where to get it. This might be better. But the version 2.10 manual is included with the first link.