Remap your keyboard in X! Ok, so not really a tool, but one of those things you wish someone had told you about earlier. Excellent for getting easy access to all those neat unicode symbols (generated with gen sampler.py).
You're welcome to my ~/.Xmodmap file, which I version with dotfiles so it stays up to date across several computers.
gucharmap is a nice tool for finding Unicode encodings for whichever character you're looking for.
Another approach to binding special characters is to use the compose key. For example, I use Xmodmap for Greek letters, and XCompose for accented characters.