How should one acknowledge assistance received via sites like SE? I have been working for some time on a paper that I hope to submit to a mathematics journal. Buried deep in the guts of the paper is a technical lemma that I struggled with for some time before finally posting the question to MSE, where it promptly received an answer.  What is the proper way to acknowledge this assistance in the submitted manuscript?
The proper way to acknowledge any source other than your own brain is to formally cite that source in your bibliography; whether that source is a textbook, journal paper, proceedings paper, preprint, StackExchange questions, blog post, newspaper article, movie, cereal box, bathroom wall, or your mom is utterly immaterial.  If your source is a StackExchange site, then you must cite the StackExchange site.

See meta.math.SE, meta.cstheory.SE, and meta.SE for a discussion of when, whether, and how to cite StackExchange questions and answers. 

(Full disclosure: I have cited blogs, StackExchange questions, Usenet posts, newspaper articles, movies, and video games in my refereed journal papers, and at least one of my StackExchange questions has more citations than at least one of my research papers.)