You have to be a little careful as Mathematica tends to evaluate expressions within the wrapper TeXForm. Here are some examples

TeXForm[u'[t]] ==> u'(t)

TeXForm[ (d u)/(d t)] ==> \frac{u}{t}

( Mathematica evaluates the expression before TeXForm is applied. To avoid this use HoldForm)

TeXForm[HoldForm[ (d u)/(d t)]]  ==> \frac{d u}{d t}

Use a replacement rule to change  "u" to "v"

TeXForm[HoldForm[ (d u)/(d t)]] /. u -> v  ==> \frac{d v}{d t}

If you left no space between d and u, then Mathematica assumes it is text

TeXForm[ du/dt]  ==> \frac{\text{du}}{\text{dt}}

Hope this helps.

On the question of using Mathematica to generate LateX document, I prefer to simply type equations directly into LateX

Sometimes Mathematica is useful for creating Arrays in latex form, and the more complicated the array, the more the reason to consider Mathematica, for example

TeXForm[{{a, b, c}, {d, e, f}}]

==>

\left(

\begin{array}{ccc}

a & b & c \\

d & e & f

\end{array}

\right)

This also applies to complicated mathematical expressions. But always be aware  that Mathematica might evaluate and simplify the expression, so use HoldForm when necessary.

Thanks very much! You answered my question perfectly!

The HoldForm is what I want, and as newbie I had not met him~

If that Is a good way of using Mathematica to generate LateX is also what I think about but have not got an conclusion yet. Your experience saved so much time for me. Thanks again!

In addition to that, Mathematica 10 has the Inactive command built in—allowing you to turn off parts of expression evaluation, so you could input:

a=Inactive[u'[t]]

a==u'[t]//TeXForm