What are the most popular techniques of proving inequalities? I know some of it, but I would like to learn other ones. I think this question is useful, as it will be helpful for other beginners.
Such as: uvw, AM GM, Cauchy–Schwarz inequality, Jensen inequality. Could you please add something? Maybe books containing it?
 A: The book Inequalities by Por G. H. Hardy, J. E. Littlewood, G. Pólya.
A: There are also:


*

*TL (The Tangent Line Method)

*SOS (Sum of Squares)

*Schur (Inequalities like the Schur's inequalities)

*SS (SOS-Schur metod)

*Muirhead (Muirhead inequalities)

*Karamata 

*Rearragement 

*Chebyshov

*Holder

*Bacteria (undefined coefficients method)

*Discriminant 

*The $uvw$'s technique (it's not the $uvw$ method)

*Minkowski (triangle inequality)

*Bernoulli 

*LM ( Lagrange Multipliers method)

*EV (The Vasc's Equal Variables Method)

*RCF, LCF (the Vasc's Right Convex Function Method and Left Convex Function Method)

*Zhaobin (about half convex- half concave function)

*prR (for the geometric inequalities proofs)

*BW (the Buffalo Way method)
and more. 
A very good book it's "Algebraic inequalities, old and new methods", Gil, 2006 by Vasile Cirtoaje.
Also, thanks to Jose Brox, there is the beautiful Vasc's last book about inequalities, which he published in 2015.  
The example, how the Bacteria method helps to find a proof of the very hard inequality.
Let $a\geq0$, $b\geq0$ and $c\geq0$ such that $a+b+c=3$. Prove that:
$$\frac{1}{8+a^2b}+\frac{1}{8+b^2c}+\frac{1}{8+c^2a}\geq\frac{1}{3}.$$ 
This inequality is ninth degree.
Now, we'll reduce this degree.
By C-S
$$\sum_{cyc}\frac{1}{8+a^2b}=\sum_{cyc}\frac{(a+kb+mc)^2}{(a+kb+mc)^2(8+a^2b)}\geq\frac{(1+k+m)^2(a+b+c)^2}{\sum\limits_{cyc}(a+kb+mc)^2(8+a^2b)}.$$
We'll choose values of $k$ and $m$ ( they are our bacteria) such that the inequality 
$$\frac{(1+k+m)^2(a+b+c)^2}{\sum\limits_{cyc}(a+kb+mc)^2(8+a^2b)}\geq\frac{1}{3}$$ would be true.
Since the equality in the starting inequality occurs for $a=b=c=1$ and again for
$(a,b,c)=(1,0,2)$ and for cyclic permutations of the last, we get the following system:
$$\frac{a+kb+mc}{(a+kb+mc)^2(8+a^2b)}=\frac{b+kc+ma}{(b+kc+ma)^2(8+b^2c)}= \frac{c+ka+mb}{(c+ka+mb)^2(8+c^2a)}$$ or
$$\frac{1}{(a+kb+mc)(8+a^2b)}=\frac{1}{(b+kc+ma)(8+b^2c)}= \frac{1}{(c+ka+mb)(8+c^2a)},$$ which is obviously true for $a=b=c=1$.
But for $(a,b,c)=(1,0,2)$ we obtain:
$$\frac{1}{8(1+2m)}=\frac{1}{8(2k+m)}= \frac{1}{12(2+k)},$$
which gives $k=\frac{8}{5}$, $m=\frac{11}{5}$ and we can write:
$$\sum_{cyc}\frac{1}{8+a^2b}=\sum_{cyc}\frac{(5a+8b+11c)^2}{(5a+8b+11c)^2(8+a^2b)}\geq$$
$$\geq\frac{\left(\sum\limits_{cyc}(5a+8b+11c)\right)^2}{\sum\limits_{cyc}(5a+8b+11c)^2(8+a^2b)}=\frac{576(a+b+c)^2}{\sum\limits_{cyc}(5a+8b+11c)^2(8+a^2b)}.$$
Id est, it's enough to prove that:
$$\frac{576(a+b+c)^2}{\sum\limits_{cyc}(5a+8b+11c)^2(8+a^2b)}\geq\frac{1}{3},$$ which is fifth degree and the rest is smooth.
A: You also have the elementary triangle inequality, and Radon's inequality (which is sometimes called Titu's lemma in the Olympiad context, although Radon's is both older and stronger).
In the Olympiad problems context there are lots of books and lecture notes about this subject. You have for example Secrets in inequalities by Hung (in two volumes), A brief introduction to inequalities by Lugo, A is lesser than B by Kedlaya, Basics of olympiad inequalities by Riasat, and Olympiad inequalities by Mildorf.
