I will prove that $x^x$ has no elementary antiderivative, as many have claimed. I will use Risch's decision semi-algorithm for exponential polynomials in trascendental exponential extensions. Note that $g=x^x=\exp(x\log(x))$. We can then express our integrand as an element of the differential field
$$\mathbb{Q}(x,\log(x),g)=\mathbb{Q}(x,\log(x))(g),$$
where we take $g$ as the last extension. This is, as we call it, a field of trascendental elementary functions. Then, $g$ can also be seen as a polynomial in $\mathbb{Q}(x,\log(x))[g]$, and if $g$ has an elementary antiderivative, then it has the form $\int g=q_1g$, where $q_1\in \mathbb{Q}(x,\log(x))$, and $q_1$ satisfies the Risch differential equation
$$q_1'+(1+\log(x))q_1=1.$$
In this equation, $1+\log(x)$ is the derivative of the function inside the exponential $g=\exp(x\log(x))$, and the 1 on the right is the coefficient of our "monomial" $g$. To solve this equation, due to $\log(x)$ being trascendental over $\mathbb{Q}(x)$, we can equate coefficients over the polynomial ring $\mathbb{Q}(x)[\log(x)]$. Doing this we obtain $q_1'+q_1=1$ for degree 0 and $q_1=0$ for degree 1 in $\log(x)$. This is impossible, as $q_1=0$ implies $q_1'+q_1=0$. This means that $\int x^x dx$ has no elementary antiderivative.
The specific reason to take $\mathbb{Q}(x,\log(x))(g)$ as our differential field is that it is a field of trascendental elementary functions. A field of trascendental elementary functions takes as its base a field of rational functions, which could be $\mathbb{Q}(x)$, $\mathbb{R}(x)$ or $\mathbb{C}(x)$, for example. Then, we can attach a new function to this field, and if it is trascendental logarithmic or exponential over $\mathbb{Q}(x)$, it is said to be a trascendental elementary extension. For Risch's decision algorithm to work in a trascendental extension, we need that every extension of the base field be trascendental (exponential or logarithmic). As a note, the other type of elementary extension that could be presented is the algebraic extension (which is the opposite of a trascendental extension, and includes functions such as radicals).
In general, an elementary function is any function that can be seen as an element of a field of elementary functions. That is, an extension field with finite new functions over $\mathbb{Q}(x)$ such that each extension is exponential, logarithmic or algebraic over it.
- A function $g$ is logarithmic over $F$ if there exists $f\in F$ such that $g'=f'/f$. Notation: $g=\log(f)$.
- A function $g$ is exponential over $F$ if there exists $f\in F$ such that $g'=gf'$. Notation: $g=\exp(f)$.
- A function $g$ is algebraic over $F$ if there exists a polynomial $p(z)\in F[z]$ such that $p(g)=0$. For example, $g=\sqrt{x}$ is algebraic over $\mathbb{Q}(x)$ because the polynomial $p(z)=z^2-x\in\mathbb{Q}(x)[z]$ is such that $p(g)=0$.
What we really proved is that $\int x^x dx$ can never be represented as a member of any field of elementary functions. Thus, it cannot be integrated in finite elementary symbols, which is why any answer to the integral requires infinitely many symbols, or a new notation. However, I obviously used some heavy results. If you want to see the proof of these results, I recommend researching differential algebra. There is a book by the name of "Algorithms for Computer Algebra" by Keith Geddes, which is very complete in regards to integration of trascendental elementary functions, and presents the proof in a very comprehensible level. Most of it is in chapters 11 and 12, but other important notions can be found in previous chapters.