\documentclass{article}
\pagestyle{empty}
\usepackage{mathptmx}
\begin{document}
Let \(\mathcal{X}=\{X_1,\ldots,X_n\}\).
\end{document}
and got from pdflatex a fancy calligraphic math X, which was sufficiently fancy to be visibly distinct from the remaining italicized X in X_1 till X_n: However, in the more modern times, mathptmx has been obsoleted in favor of newtx.
Feeding
\documentclass{article}
\pagestyle{empty}
\usepackage{newtxmath}
\begin{document}
Let \(\mathcal{X}=\{X_1,\ldots,X_n\}\).
\end{document}
to pdflatex results in a dull The distinction between the first X and the remaining occurrences is far less prominent. This is unfortunate, as it requires additional attention from the reader to distinguish between the two.
For pdflatex, what is the advised way of getting the fancy math X, such as in mathptmx,

\mathscr
or are there better options?Crosspost: http://tex.stackexchange.com/questions/536297