I notice nobody mentioned the incredibly beautiful solution to the problem of integrating this function between -infinity and plus infinity.
Since there is no latex here, I won't write it, but you can read a nice walkthrough here:
Gaussian Integral -- from Wolfram MathWorld
It's called the Gaussian integral.
Now when you look at that technique (look at equations (1) to (8) ), you might be put off by the use of a double integral, and the change to polar coordinates. I guess if you've never seen either of those things it might be a bit too much to swallow; but if you at least have seen polar coordinates you should appreciate the genius of the idea.
Also of great interest is the fact that this is the basic functional form of the so-called "normal distribution" (or "Gaussian distribution") or bell curve which underlies all of modern statistics. If you do science at Uni you'll be swamped with these things.