Here is more information about the unicode math-package: http://ctan.mackichan.com/macros/latex/contrib/unicode-math/unicode-math.pdf
A great pro for using unicode math, is that your code is much more readable. But typing all those symbols using alt+xxxx doesn't seem to be a very fast solution.
I was thinking, in theory it could be possible to have a math keyboard ( i mean in hardware form), where you see all those math characters at your keyboard. Would be quite cool, but I have no idea if this already exist.
On the other hand, just designing hotkeys could be (in the end) even more usefull. Does there already exist a (complete) hotkey list for math unicode symbols?