Integral Table Examples:


Tables of Integrals and Other Mathematical Data, H. B. Dwight, (Macmillan).
This is very good for Physics Majors, but last I knew was out of print. Maybe you can find a used one.

Schaum's Outline Series, Mathematical Handbook of Formulas and Tables, 2nd Ed., M. R. Spiegel and J. Liu, (McGraw-Hill).
Not quite as comprehensive integral tables as Dwight, but other mathematical information also present.

Handbook of Mathematical Tables and Formulas, R. S. Burington, (McGraw-Hill).
Not quite as good as Dwight, but ok. Expensive new, but can be real cheap used.

Handbook of Mathematical Formulas and Integrals, 3rd edition, Alan Jeffrey, (Academic Press), available in paperback.
Reasonably priced set of tables, based on Bradshteyn and Ryzhik's tables (see below).

CRC Standard Mathematical Tables and Formulae, D Zwillinger, (CRC Press).
OK, but a bit big to carry around.

I S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series, and Products (english translation, A. Jeffrey, Editor).
This is huge and many integrals are expressed in the most general terms. If you can't find your integral here, you probably can't find it anywhere or you didn't spend enough time looking. Not so useful for everyday work due to its size, but very comprehensive.