Version 11 Edit
The issue still remains:
Integrate[BesselJ[0, x], {x, 0, ∞}] // Timing
(* {29.8125, 1} *)
$Version
(* "11.3.0 for Microsoft Windows (64-bit) (March 7, 2018)" *)
Original post
The following returns unevaluated in WolframAlpha. Also in my machine Mathematica needs quite a lot of time to compute it.
In[720]:= Integrate[BesselJ[0, x], {x, 0, \[Infinity]}] // Timing
Out[720]= {26.520170, 1}
I am puzzled because I thought such integrals are well tabulated in Mathematica.
At least the numerical integration is performed very quickly.
In[721]:= NIntegrate[BesselJ[0, x], {x, 0, \[Infinity]}] // Timing
Out[721]= {0.826805, 1.}
Any ideas about this performance of Mathematica and WolframAlpha?
EDIT
As J. M. is back suggested the following gives the result almost immediately
In[734]:= LaplaceTransform[BesselJ[0, t], t, s] /. s -> 0 // Timing
Out[734]= {0., 1}
For me the poor behavior of Integrate here still remains. What is even worse are the differences between the result of Mathematica and WolframAlpha.
In[761]:= LaplaceTransform[BesselJ[0, t], t, s]
Out[761]= 1/Sqrt[1 + s^2]
whereas WolframAlpha returns
1/(sqrt(1+1/s^2) s)
So you have to type
Limit[1/(sqrt(1+1/s^2) s),s->0]
in order to get finally 1.
EDIT 2
In[2]:= Quit[]
In[1]:= Integrate[BesselJ[0, x], {x, 0, \[Infinity]},
GenerateConditions -> False] // Timing
Out[1]= {26.301769, 1}
In[2]:= Quit[]
In[1]:= Integrate[BesselJ[n, x], {x, 0, \[Infinity]},
GenerateConditions -> False] // Timing
Out[1]= {0.109201, 1}
In[2]:= Quit[]
In[1]:= Integrate[BesselJ[n, x], {x, 0, \[Infinity]},
GenerateConditions -> True] // Timing
Out[1]= {8.049652, ConditionalExpression[1, Re[n] > -1]}
Compare the times 8.049652 (with n and GenerateConditions->True !) and 26.301769 (with n=0).
Rather funny:-)!
EDIT 3 Even more weird...
In[2]:= Quit[]
In[1]:= Integrate[BesselJ[n, x], {x, 0, \[Infinity]},
Assumptions -> n > 0] // Timing
Out[1]= {22.417344, 1}
Compare the times of Assumptions and GenerateConditions->True.
EDIT 4
Apparently something goes very wrong. With a clear kernel I got
Table[Timing[Integrate[BesselJ[0, x], {x, 0, Infinity}]], {i, 1, 10}]
Table[Timing[Integrate[BesselJ[1, x], {x, 0, Infinity}]], {i, 1, 10}]
Table[Timing[Integrate[BesselJ[2, x], {x, 0, Infinity}]], {i, 1, 10}]
Table[Timing[Integrate[BesselJ[3, x], {x, 0, Infinity}]], {i, 1, 10}]
For m >= 4 Mathematica gives the 1 for m odd (same behavior as for m=3). For m even also gives 1 in all cases but needs more than 20 sec per average to evaluate the integral.
I cannot find a reason to explain this behavior which other more experienced users have called it buggy. I think Mathematica makes use of this reference. So apparently something is treated differently for n even.
EDIT 5
I_Mariusz pointed out a workaround. I added here in order to show its performance (if any) in Timing (and since on one hand our comments had misprints and on the other I did not know that Integrate can be compiled).
With a clear kernel I got:
int = Compile[{{x, _Real}},
Integrate[BesselJ[0, x], {x, 0, Infinity},
GenerateConditions -> False]];
Table[int[x] // Quiet // Timing, {10}]
{{26.254968, 1}, {24.897760, 1}, {24.897760, 1}, {20.046128, 1}, {0.046800, 1}, {0.046800, 1}, {0.062400, 1}, {0.062400, 1}, {0.062400, 1}, {0.062400, 1}}
At least now we get 1's in the whole loop!

LaplaceTransform[BesselJ[0, t], t, s] /. s -> 0– J. M.'s missing motivation Oct 15 '15 at 10:09LaplaceTransform[BesselJ[0, t], t, s] /. s -> 0. He will useIntegrate[BesselJ[0, x], {x, 0, \[Infinity]}]and may compare it with the performance of Maple... – Dimitris Oct 15 '15 at 10:21Simplify[Integrate[BesselJ[n, x], {x, 0, \[Infinity]}, GenerateConditions -> True], n > -1] // Timing– Bob Hanlon Oct 15 '15 at 14:05Compile. int = Compile[{{x, _Real}}, Integrate[BesselJ[0, x], {x, 0, [Infinity]}, GenerateConditions -> False]]; int[x] // Quiet // Timing. – Mariusz Iwaniuk Oct 16 '15 at 10:53int[x] // Quiet // Timing`
– Dimitris Oct 16 '15 at 11:01Compile.Integratecan be compiled? I do not see it here (I think so) http://mathematica.stackexchange.com/questions/1096/list-of-compilable-functions – Dimitris Oct 16 '15 at 11:05Compiletrick actually works. What it does is simply to execute the uncompiled codeIntegrate[BesselJ[0,x],{x,0,Infinity},GenerateConditions->False]every time. This happens becauseintis called with a symbolic argumentxsoCompilehere is simply irrelevant. – Jens Oct 16 '15 at 16:52