The easiest way to search for a math symbol is Detexify. This webservices allows you to draw the symbol. It looks like this:
Detexify - A webservice for finding LaTeX symbols.
Symbol tables
Arrows
$\rightarrow$
\rightarrow
$\leftarrow$
\leftarrow
$\Rightarrow$
\Rightarrow
$\Leftarrow$
\Leftarrow
$\leftrightarrow$
\leftrightarrow
$\Leftrightarrow$
\Leftrightarrow
$\nRightarrow$
\nRightarrow
$\nrightarrow$
\nrightarrow
$\leadsto$
\leadsto
$\mapsto$
\mapsto
.
.
.
.
Greek
$\alpha$
\alpha
$\beta$
\beta
$\gamma$
\gamma
$\delta$
\delta
$\zeta$
\zeta
$\eta$
\eta
$\theta$
\theta
$\epsilon, \varepsilon$
\epsilon, \varepsilon
$\iota$
\iota
$\kappa$
\kappa
$\lambda$
\lambda
$\mu$
\mu
$\nu$
\nu
$\xi$
\xi
o
o
$\pi$
\pi
$\rho$
\rho
$\sigma$
\sigma
$\tau$
\tau
$\upsilon$
\upsilon
$\phi$
\phi
$\chi$
\chi
$\psi$
\psi
$\omega, \Omega$
\omega, \Omega
$\Phi$
\Phi
$\varphi$
\varphi
.
.
.
.
$\Lambda$
\Lambda
$\Delta$
\Delta
.
.
.
.
Operations
$\cdot$
\cdot
$\oplus$
\oplus
$\times$
\times
$\nabla$
\nabla
$\pm$
\pm
$\mp$
\mp
$\cup$
\cup
$\cap$
\cap
Relations
$\approx$
\approx
$\sim$
\sim
$\cong$
\cong
$\neq$
\neq
Calligraphic Letters
$\cal{O}$
\cal{O}
$\mathfrak{M}$
\mathfrak{O}
$\mathfrak{R}$
\mathfrak{R}
Sets
$\mathbb{N}$
\mathbb{N}
$\mathbb{Z}$
\mathbb{Z}
$\mathbb{R}$
\mathbb{R}
$\mathbb{C}$
\mathbb{C}
$\mathbb{A}$
\mathbb{A}
$\cap$
\cap
$\cup$
\cup
$\in$
\in
$\subseteq$
\subseteq
$\subsetneq$
\subsetneq
$\notin$
\notin
$\bigcup$
\bigcup
Other
You might need \qed, \qedsymbol, \blacksquare for proofs. It is the Tombstone$\blacksquare$
I've recently needed $\dots, \ddots, \vdots$ (\dots, \ddots, \vdots) for a visualization in a matrix. Note that you can write ... instead of \dots, but you'll lose the semantics.