sigma

On the U.S. standard keyboard, option+w produces capital sigma Σ. The HTML code for this is Σ or Σ. The lower case sigma σ is σ or σ.

One could add the Greek keyboard via System Preferences > Keyboard > Input Sources... and use the keyboard viewer to input Σ or σ.

On the Edit menu, one could choose Special Characters... and then from the gear selector, add Greek to the left menu. Then you just double-click the Greek character that you need such as Σ and σ.

opt-w = Σ seems to be no longer true with the U.S. keyboard & Yosemite, as I just ran into a problem with this.

opt-w now produces ∑ (N-ARY SUMMATION Unicode: U+2211, python u"\u8721") and not Σ (GREEK CAPITAL LETTER SIGMA , U+03A3, python u"\u931") on the US keyboard (it produces ˙ on the US Extended Keyboard, which is even less helpful 😉)

I'm not sure why this is, but maybe it's only a problem for people using software that differentiatesbetween ∑ and Σ