Use two substitutions. The first substitution transforms the integrand into $\sec \theta$, whose evaluation was asked here. The second substitution is the Weirstrass substitution. (See comment below). In the present case the second integral becomes an easy table integral:
$$\begin{eqnarray*}
\int \sec 4x\,dx &=&\frac{1}{4}\int \sec \theta \,d\theta ,\qquad \theta =4x
\\
&=&\frac{1}{4}\int \frac{1}{\frac{1-t^{2}}{1+t^{2}}}\frac{2}{1+t^{2}}
\,dt,\qquad t=\tan \frac{\theta }{2} \\
&=&\frac{1}{2}\int \frac{1}{1-t^{2}}dt=\frac{1}{2}\operatorname{arctanh}t+C \\
&=&\frac{1}{2}\operatorname{arctanh}\left( \tan \frac{\theta }{2}\right) +C \\
&=&\frac{1}{2}\operatorname{arctanh}\left( \tan 2x\right) +C.
\end{eqnarray*}$$
This integral can be rewritten as
$$\frac{1}{2}\operatorname{arctanh}\left( \tan 2x\right) =\frac{1}{4}\ln \left\vert
\tan 2x+1\right\vert -\frac{1}{4}\ln \left\vert 1-\tan 2x\right\vert .$$
Comment: The Weierstrass substitution is a universal standard substitution to evaluate an integral of a rational fraction in $\sin \theta,\cos \theta$, i.e. a rational fraction of the form
$$R(\sin \theta,\cos \theta)=\frac{P(\sin \theta,\cos \theta)}{Q(\sin \theta,\cos \theta)},$$
where $P,Q$ are polynomials in $\sin \theta,\cos \theta$
$$
\begin{equation*}
\tan \frac{\theta }{2}=t,\qquad\theta =2\arctan t,\qquad d\theta =\frac{2}{1+t^{2}}dt
\end{equation*},
$$
which converts the integrand into a rational function in $t$. We know from trigonometry (see this answer) that
$$\cos \theta =\frac{1-\tan ^{2}\frac{\theta }{2}}{1+\tan ^{2}\frac{
\theta}{2}}=\frac{1-t^2}{1+t^2},\qquad \sin \theta =\frac{2\tan \frac{\theta }{2}}{1+\tan ^{2}
\frac{\theta }{2}}=\frac{2t}{1+t^2}.$$
maybe this is the same answer in a different form?
– seeker May 17 '13 at 20:54