Question: General Tips for Numeric Integration

Hello all,

I was hoping to get some general tips for tackling numeric integrals. As someone with little experience in the subject, I find myself overwhelemed by the many different integration methods. 

Experts, what are the first steps you take when trying to find a numeric solution to an integral? How might you zero-in on a particular integration method? What about tweaking error parametrs, etc.? Is there a general framework for approaching these problems, or is it all guesswork?

Thanks!

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