Possible Duplicate:
What’s the proper way to typeset a differential operator?
What formatting should I use on 'd' when writing an integral?
I normally use
$$\int_{-\infty}^{infty} e^{-x^2} \mathoperator{d}\!x = \pi$$
which produces
$\int_{-\infty}^{infty} e^{-x^2} dx = \pi$
Is there a better formatting for dx?