Reference for integration Does anyone have a good reference for a book that already assumes knowledge of calculus/analysis and whose main focus is computing more difficult integrals? I'm looking for something which will have a lot of worked examples for differentiation under the integral, tricky substitutions, unusual contours, etc.
Most of what I've found in terms of references simply compile a long list of integrals, many of which are more tedious than insightful. My goal is to be able to get better at computing integrals that can be done by hand in a reasonable amount of time, but may require some ingenuity (like in math competitions, for example). So any discussion of heuristics and problem solving techniques in integration is a plus.

You might be interested in The Handbook of Integration by Zwillinger. It appears to be the standard reference on integration methods for scientists and engineers. 
The downside is that it probably doesn't contain the "tricky" techniques you are looking for. Hopefully someone can find a more math contest-oriented book for you.
In the meantime, you might try looking at some answers this site. We have many talented integration experts around who are frequently posting and answering extremely challenging integrals and sums (like this). Here's an incomplete list (go to the 'answers' tab on their profile): 


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*sos440 (He also maintains a blog, which has many challenging integrals worked out in complete detail.)

*Mhenni Benghorbal (His answers are especially good for learning Mellin transform techniques.) 

*Ron Gordon (He uses mostly complex analysis. Also check his 'greatest hits' page, available in his profile.) 
You may also want to check the questions of 'Chris's sis', the asker of the example question I linked above, though many of her questions are not integrals.
Bennett Gardiner has mentioned this useful site in a comment. On this site, there is a link to a useful guide.
