After $u$-substitution, integration by parts is by far the most important technique for you to learn. It converts a hard integral $\int u\,dv$ into an easier integral $uv - \int v\,du$. The tricky thing is figuring out what to pick for $u$ and $dv$. Pick $u$ so that $du$ is simpler than $u$, preferably a lot simpler, and pick $dv$ so that $v$ isn't much more complicated than $dv$. Remember that:
If you can pick $u$ from higher on the list and $dv$ from lower on the list, then $\int v\,du$ will be simpler than $\int u\,dv$.
If you have two terms at the same level, then try using algebra to relate $\int v\,du$ to $\int u\,dv$. You may have to integrate by parts twice to make this work.