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When dealing with approximations, most approximations are pretty bad unless you perform the approximation a very large number of times.
Riemann sums are typically the worst type of approximation because you need a VERY large number of rectangles to get a close approximation.
An example of this is for the integral This integral is infinite, but right rectangular Riemann sums give a finite answer, no matter how many (a finite number) intervals one uses. For example, one interval gives the area 1, and two give the area 3/2. (The limit of the series, which is the harmonic series, is infinite, but no finite subdivision can approximate that.)
The trapezoid rule yields a much better approximation than Riemann sums. With a small number of trapezoids, the approximation really starts to snug up to the curve.
Another approximation is Simpson's Rule, which comes from a parabolic approximation:
where the coefficients alternate in and , and the coefficient of and are both . Notice that this only works for an even .