For writing with LaTeX I prefer using LyX because it hides the ugliness of LaTeX source code behind a pseudo-WYSIWYG frontend (the developers call it WYSIWYM: what you see is what you mean). Including mathematical expressions, however, is very LaTeX minded and comfortable: you type LaTeX math constructs (stuff with _, ^, \sum, ...) and LyX directly visualises it as a pretty printed formula. For the advanced LaTeX constructions not available in LyX's interface one can always fall back om "raw LaTeX" input fields. In short, I think LyX is a very handy compromise between the power of LaTeX and the user friendliness of a WYSIWYG system.
Sometimes, for example when writing an article for a conference, one need to use a custom LaTeX document class, recommended by the conference author guidelines. The procedure to make LyX using this custom document class is non obvious and a bit involved. It is broadly explained in the LyX manual (Part Customization, Chapter 5 Installing New Document Classes, Layouts, and Templates), but here is the short version (for teTeX on Linux or related systems, I don't know about Windows):