1. Use a text cell! Move your cursor until you see a thin blue line between two regular math cells, and then press Shift at the same time as you click. Now you get a nice WYSIWYG editor, with the advantage that most things you put between $xyz$ or $$xyz$$ will end up looking like $xyz$ or $$xyz\; .$$ This is how I usually get nicely TeXed stuff.
2. Use the html() command. You can often get good stuff from that - such as html("I like the number $%s$"%5) becomes "I like the number $5$." This requires a little use of string formatting if you want to have a variable input, but otherwise should behave normally with respect to LaTeX. I use this in interactive cells a lot.