Which numerical integration method is best to use for an arbitary function of which nothing is known?

Currently I'm using "Simpson's rule", something I found using google. I found something called the "Romberg method" too, but I was unable to find its implementation.

"Simpson's rule" seems quite OK, though.

Secondly, when you are writing math formulas using ascii, how do you write integrals?

Examples:

Code:integrate(f, a,b) integral{a,b}(f) §[a,b] f(x)