Software for LaTeX
To use Latex, you will need both a compiler and editor.
The major compilers are:
Any editor that can edit plain text files is capable of editex .tex files.
The following editors provide nice features e.g. syntax highlighting and easy compiling
Some choices for editor
A long discussion of the properties of various editors can be found at the
StackExchange.
Personally, I use
vim to edit tex documents, and
TexLive to compile them.
If you're using a Mac, I highly recommend getting
MacPorts. This will (among other things) allow for an easy installation of TexLive.
Resources for learning LaTeX
For writing up homework, here is a
template you can use to get started.
If you like to learn by example, here are some homework assignments I tex'ed up a few years ago.
The Game Theory examples require the
pgf/tikz library to compile.
Depending on the latex compiler you are using, you may have to install this separately.
It's a great library though, here's a nice
user guide (pdf) for it.