The following defines an new math operator with:
\DeclareMathOperator{\OperatorCommand}{OperatorName} and
\DeclareMathOperator*{\OperatorCommand}{OperatorName} if limits are to be used.

\documentclass[letterpaper]{article}
\usepackage{amsmath}
% We use the starred versions since we are interested in using limits.
% You can use \thinspace if you want to use a command. If you want to use more math oriented
% commands you can use \mspace{<length in mu>} like \mspace{2mu}
\DeclareMathOperator*{\esssup}{ess\,sup}
\begin{document}
\[\esssup_{x\in[0, 1]}\]
\end{document}
The \, and \! commands are the most useful for fine tuning math formulas.
Note that \thinspace is the same thing as \,.
Spaces which are very useful can be:
\thinspace = \,
\medspace = \:
\thickspace = \;
Negative spaces now:
\negthinspace = \!
\negmedspace
\negthickspace
If we get a little bit more technical, in the amsmath.sty, we can find the definitions of the above as:
\DeclareRobustCommand{\tmspace}[3]{%
\ifmmode\mskip#1#2\else\kern#1#3\fi\relax}
\renewcommand{\,}{\tmspace+\thinmuskip{.1667em}}
\let\thinspace\,
\renewcommand{\!}{\tmspace-\thinmuskip{.1667em}}
\let\negthinspace\!
\renewcommand{\:}{\tmspace+\medmuskip{.2222em}}
\let\medspace\:
\newcommand{\negmedspace}{\tmspace-\medmuskip{.2222em}}
\renewcommand{\;}{\tmspace+\thickmuskip{.2777em}}
\let\thickspace\;
\newcommand{\negthickspace}{\tmspace-\thickmuskip{.2777em}}
\newcommand{\mspace}[1]{\mskip#1\relax}
Of course, \mspace{<length>} can be used for both positive and negative spaces. For example, \mspace{1mu} and \mspace{-1mu} where mu means math unit.
Note that \, is used extensively even to define \limsup command in the amsmath package in the following manner:
\def\limsup{\qopname\relax m{lim\,sup}}
The above can be found in amsopn.sty.
\,and friends are math spacing whereas\thinspaceand co. are text spacing, which is a critical distinction (it produces errors otherwise). – Alex Nelson Dec 10 '12 at 03:29sumin there. As far as I know,ess\Summeans nothing. As I said, it was just a typo. – asmeurer Dec 10 '12 at 03:49\(backslash-space)? – asmeurer Dec 10 '12 at 03:50\is an interword space. – azetina Dec 10 '12 at 03:51\,is indeed the kind of space that I want? It seemed to match, e.g.,\limsup, but the difference can be subtle, so it's hard to be sure. – asmeurer Dec 10 '12 at 03:51amsmathdefines\,as\renewcommand{\,}{\tmspace+\thinmuskip{.1667em}}. This means that+\thinmuskip(\thinmuskip=3mu=3/18em=.1667em) is used in math mode,.1667emin text mode. Furthermore,amsmathlets\thinspaceto\,, so they are equal. – Qrrbrbirlbel Dec 10 '12 at 04:16\,can be used in both text and math mode, where it has the same behavior. Well, this is not strictly true, of which I can give a wonderful proof, but comments are too short to contain it. – egreg Dec 10 '12 at 08:41\parindent0pt\par\,true\par true\bye– egreg Dec 27 '17 at 13:41