Today I learned a beautiful proof of the identity $\zeta(2) = \frac{\pi^2}{6}$.
The idea is strikingly simple: we show that $\pi^2(x^2 - x + \frac{1}{6}) = \sum_{k=1}^\infty \frac{\cos(2\pi k x)}{k^2}$ everywhere by calculating the Fourier coefficients of the left-hand-side, and then using a lemma from Fourier analysis that says that if the Fourier coefficients are absolutely summable, then the Fourier series converges uniformly and absolutely.
We then simply evaluate at $x = 0$ to get the desired result!
I was left with a nagging question though: If one wanted to calculate $\zeta(2)$, how would one know to look at the polynomial $\pi^2(x^2 - x + \frac{1}{6})$?
It seems somewhat natural to look at series like $\sum_{k=1}^\infty \frac{\cos(2\pi k x)}{k^2}$, since this is a way of turning a discrete series into something smooth enough to use analytic tools (although you might try several series before finding this particular one). But once you have guessed a series that might be helpful, is there any easy way to find candidate functions for which your series might be the Fourier series?