That document, although useful, is incredibly long, and it’s not always easy to find the symbol you want. Luckily, Detexify is on hand to help. All you do is draw the symbol you want and select it from the list of possible symbols it comes up with!
You can help train it, as well, to make it better for everyone!
It does have its limitations, though. It can’t find things where you need to input something, like diacritics decorating a character or those arrows with text above them. You’ll still have to look through the Comprehensive LaTeX Symbol List for that, I’m afraid.