<p>Quite honestly, you can usually ignore direct comparison. The whole premise behind it is that if you have a series whose terms are all smaller than (or equal to) a known convergent series, then the series converges. Similarly, if you have a series whose terms are all larger than (or equal to) a known divergent series, then the series diverges.</p>
<p>Limit comparison, however, does the vast majority of the series that direct comparison does, and it tends to be just as easy a test to work with. I tend to use limit comparison the most when I have series that look like p-series but that aren’t quite p-series. So, for instance, if you have Sigma(1/n^2 - 1), that series looks suspiciously like Sigma(1/n^2), which is known to converge. By Limit Comparison, you get a limit of 1, which is both positive and finite, so the original series converges also. Note that direct comparison would not apply here: since n^2 - 1 < n^2, 1/(n^2 - 1) > 1/(n^2), and we can’t conclude anything about a series with terms that are larger than a known convergent series.</p>
<p>Ratio Test will ultimately end up being your best friend when you look at intervals of convergence. You tend to use it any time you’ve got a bunch of different kinds of functions all intermingled: factorials, powers, linear terms, you name it. I would say that if you don’t know what test to use, Ratio Test is probably the test to use.</p>
<p>The Ratio Test is inconclusive whenever the Ratio you get is equal to 1, and accordingly, it doesn’t work in those cases. When you start looking at intervals of convergence, you’ll see that there are cases where the Ratio Test fails to tell you what’s going on. Other than that, I can’t think of a case offhand where you can’t use it, but the limits might not be fun.</p>
<p>The Root Test also tests for absolute convergence directly in the formula as well.</p>
<p>Trig substitution isn’t directly on the AP test, although I saw a question one year on the exam, where you were directed to perform a substitution of x = sin (theta) in a definite integral and asked what the resulting integral would be in terms of theta. Although when most people are talking about trig substitution, they’re usually referring to cases where you have to determine which trig function to substitute for x.</p>