The main strategy for integration by parts is to pick $u$ and $dv$ so that $v du$ is simpler to integrate than $u \,dv$. Sometimes this isn't possible. In those cases we look for ways to relate $\int u\, dv$ to $\int v \,du$ algebraically, and then use algebra to solve for $\int u \,dv$.
Example: Find $\int \sin^2 x\, dx$.
Solution: We set $u =\sin(x)$ and $dv = \sin(x)\, dx$, so $v= -\cos(x)$ and $du=\cos(x)$. Applying integration by parts gives $$\int \sin^2(x) \,dx = -\sin(x)\cos(x) + \int \cos^2(x) \,dx.$$
But $\cos^2(x)=1-\sin^2(x)$, so \begin{eqnarray}\int \sin^2(x)\, dx &=& - \sin(x)\cos(x) + \int dx - \int \sin^2(x) \,dx \cr 2 \int \sin^2(x)\, dx &=& x - \sin(x)\cos(x) + C \cr \int \sin^2(x) \,dx &=& \frac{x - \sin(x)\cos(x)}{2} + C\end{eqnarray}
This method is especially good for integrals involving products of $e^x$, $\sin(x)$ and $\cos(x)$. Sometimes you need to integrate by parts twice to make it work.