1) Integrate Cos^n(x) dx
2) Integrate e^(ax)Sinbx dx
3) Integrate (5xCos3x) dx
I Will be happy to critique your thinking on these.
1) Derive a recursive relation.
2) Simplest by replacing sin(bx) by
Exp[i b x] and taking imaginary part at the end.
3)
First integrate sin(yx) and then differentiate the answer w.r.t. y.