Setting bold Greek letters in LaTeX

The issue here is complicated by the fact that \mathbf (the command for setting bold text in TeX maths) affects a select few mathematical symbols (the uppercase Greek letters). However lower-case Greek letters behave differently from upper-case Greek letters (due to Knuth's esoteric font encoding decisions). However, \mathbf can't be used even for upper-case Greek letters in the AMSLaTeX amsmath package, which disables this font-switching and you must use one of the techniques outlined below.

The Plain TeX solution does work, in a limited way:

{\boldmath$\theta$}
but \boldmath may not be used in maths mode, so this 'solution' requires arcana such as:
$... \mbox{\boldmath$\theta$} ...$
which then causes problems in superscripts, etc.

These problems may be addressed by using a bold mathematics package.

All these solutions cover all mathematical symbols, not merely Greek letters.

bm.sty
Distributed as part of macros/latex/required/tools (zip, browse)
amsbsy.sty
Distributed as part of AMSLaTeX macros/latex/required/amslatex (zip, browse)
amsmath.sty
Distributed as part of AMSLaTeX macros/latex/required/amslatex (zip, browse)

This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=boldgreek