A good strategy for integrating besides just using the anti-derivative method is to use Riemann Sums. Riemann Sums divide each piece of an integral into a cross-section (a "slice" of the curve) and add up all the "slices" to get an approximation. This number is not exact unless you divide the curve into an infinite number of cross-sections, eventually getting the exact same answer as the anti-derivative method.
Let's say we have the function x and we want to divide it up into 4 cross-sections from x=0 to x=4 (from 0 to 1, 1 to 2, 2 to 3, and 3 to 4). We also want to use the right endpoints as our sample points (the right y-value of each "slice"). The area of a rectangle is lengthxwidth, so we do (1x1)+(1x2)+(1x3)+(1x4)=10. The estimated area under the curve is 10 if we do right sample points.
Taking this to the next level, if we have the function f(x,y)=xy and we want to find the volume under the curve from x=0 to x=3 and y=0 to y=3, we can take the volume of 9 square prisms and add them together to get an estimate. Let's use the upper right corner as our sample points: (1,1), (1,2),(1,3),(2,1),(2,2),(2,3),(3,1),(3,2), and (3,3). Plugging them into our function, we get 1+2+3+2+4+6+3+6+9=36. The estimated volume is 36 cubic units.