Integration by parts says
The first question students ask is What do I make u and what do I make dv? I used to tell my students to set u equal to the part you’d rather differentiate and dv equal to the part you’d rather integrate. That’s not bad advice, but it begs the question “How do I know what I want to differentiate and what I want to integrate?” Until you have some experience and intuition, that’s hard to answer.
Here’s a good rule of thumb: set u to the first term you see on this list:
- inverse trig function
- algebraic function
- trig function
This rule doesn’t cover everything — no rule can — but it works remarkably well. I don’t remember just where I found this; I believe it was in an article somewhere. I’m fairly certain I’ve never seen it in a calculus textbook.
Update: I found the reference for the rule above. “A Technique for Integration by Parts” by Herbert E. Kasube. American Mathematical Monthly, March 1983, page 210.