Here is a list of links related to Integrals.
You should try your problem in the integrator
This site contains a list of integrals provided by Gosper involving Glaisher's constant.
Some more jewels "stolen" from Bill Gosper: First and Second some Stieltjes integrals.
This is a connection to Khintchine constant homepage.
This site contains a list of integrals involving Euler's constant. Here is a link to Euler's constant homepage.
This site contains a list of integrals involving Catalan's constant.
This site contains a list of integrals involving Apery's constant. Here is a link to Apery's constant homepage.
Nice collection by A. Dieckmann.