Absolute and Conditional Convergence

A series with terms of both signs can converge because its terms are small, or only because positive and negative terms cancel. Comparing ∑an\sum a_n with the series of sizes ∑∣an∣\sum |a_n| separates the two cases.

Two kinds of convergence

Here's why the last statement holds. Each an+∣an∣a_n + |a_n| is either 0 or 2∣an∣2|a_n|, depending on the sign of ana_n, so 0≤an+∣an∣≤2∣an∣0 \le a_n + |a_n| \le 2|a_n|. If ∑∣an∣\sum |a_n| converges, then ∑(an+∣an∣)\sum (a_n + |a_n|) converges by direct comparison. Subtracting the convergent series ∑∣an∣\sum |a_n| leaves ∑an\sum a_n, which converges too.
Every series falls into exactly one of three classes: absolutely convergent, conditionally convergent, or divergent. For a series with positive terms, converging and converging absolutely are the same thing, so no such series converges conditionally.

Rearranging the terms

Adding finitely many numbers in a different order never changes the sum. For an absolutely convergent series that's still true: any regrouping or rearrangement of the terms has the same sum.
A conditionally convergent series is different. Take the alternating harmonic series, whose sum is ln⁡2\ln 2, and follow each positive term by the next four negative ones.
1−12−14−16−18+13−110−112−114−116+⋯\begin{aligned} &1 - \tfrac{1}{2} - \tfrac{1}{4} - \tfrac{1}{6} - \tfrac{1}{8} \\[4pt] &\qquad + \tfrac{1}{3} - \tfrac{1}{10} - \tfrac{1}{12} - \tfrac{1}{14} - \tfrac{1}{16} + \cdots \end{aligned}
Every term of the original series appears exactly once. The partial sums after whole groups of five terms are
Terms505005000
Partial sum−0.0060-0.0060−0.0006-0.0006−0.0001-0.0001
and they close in on 0, far from ln⁡2≈0.693\ln 2 \approx 0.693. With conditional convergence, the sum depends on the order of the terms.

Choosing a test

The tests overlap, and most series can be settled more than one way. Look at the form of the terms first.
What the terms look likeWhat to try
They don't approach 0The nth term test: the series diverges.
arnar^n, or 1np\frac{1}{n^p}A geometric series converges if and only if ∣r∣<1|r| < 1, and a p-series if and only if p>1p > 1.
Powers and roots of nn onlyLimit comparison with a p-series, keeping the leading terms.
Factorials, or nn in an exponentThe ratio test.
Signs that alternateTest ∑∣an∣\sum |a_n| first. If the sizes don't approach 0, the series diverges. If the sizes approach 0 but ∑∣an∣\sum |a_n| diverges, try the alternating series test.
f(n)f(n) with an easy antiderivativeThe integral test, after checking that ff is positive, continuous and decreasing.