I have the following code in my .emacs file

(set-input-method "TeX")
(quail-define-rules ((append . t)) ("\\\\" ?\\)
("<<" ?«) (">>" ?») ("\\``" ?“) ("\\''" ?”))
(toggle-input-method)
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Then C-\ will switch between a TeX input method (\subset --> ⊂, ...), and standard input method. This is an emacs-only solution though. One can use the latin-ltx.el file that defines the TeX mode to set up SCIM (Linux only) which will allow you to use the TeX input method globally.

Update: In emacs you can see a list of possible input methods by typing: M-x list-input-methods