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Andrey Rekalo
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This is one of my all time favourites (quoted from Problems and Theorems in Analysis by Polya and Szego).

The 3D domain $\mathcal D$ is defined by the inequalities $$-1\leq x,y,z\leq 1,\quad -\sigma\leq x+y+z\leq \sigma.$$ Show that the volume of $\mathcal D$ is $$\iiint\limits_{\mathcal D}dx\, dy\, dz=\frac{8}{\pi}\int\limits_{-\infty}^{\infty} \left(\frac{\sin t}{t}\right)^3\frac{\sin \sigma t}{t} dt.$$

Hint. Show first that the number of integer lattice points that satisfy the conditions $$-n\leq x,y,z\leq n,\quad -s\leq x+y+z\leq s$$ for some $n$, $s\in\mathbb N$, is equal to $$\frac{1}{2\pi}\int\limits_{-\pi}^{\pi}\left(\frac{\sin \frac{2n+1}{2}t}{sin\frac {t}{2}}\right)^3\frac{\sin \frac{2s+1}{2}t}{\sin \frac{t}{2}} dt. $$


Edit. Check out the lecture notes by Oliver Knill for some classical examples of volume computations and fabulous illustrations.

Andrey Rekalo
  • 22.3k
  • 12
  • 89
  • 122