Personally I use a compose-key on Linux and Wincompose on Windows, with SyncThing to keep my .XCompose file synchronized between machines when I add a custom sequence.

I mapped my Caps-Lock key as Compose, so I hit compose-a-" to get ä, and so on through the set. I've made customs for Ω and µ since I use those a lot and couldn't remember their default sequences. It's handy having ® and ™ on tap as well, and I get typographical niceties like ­— and … vs - and ...