I'd like to name my (sub-sub-)section "Something something β something." When I try
\subsubsection{Something something $\beta$ something}
it shows up exactly like that: with the dollar signs, unformatted. How do I fix this?
It's hard to tell wether it is that or not without a few more details, but I suspect here that you mean that it does not show up in the pdf menu but shows up nicely in the text.
It is indeed quite a problem to put any foreign mathematical expression in your title as they will be very wrong in the pdf menu.
In order to overcome this issue, I would give you two advice :
Therefore, in this case, I would do :
\subsubsection{\texorpdfstring{Something with $\beta$ in it. }%
{Something with beta in it. }}
It's a really non-ideal way of doing things (especially for mathematical equations), but I didn't find any better when I ran into the problem.
Since it seems we've started guessing, I'll add my guess. It follows the general direction as Samuel's, but actually provides a way of getting the beta in the PDF bookmark. As long as you just need linear math characters that you can somehow get in Unicode, you should be fine with this solution. Putting math in section titles doesn't seem to be a problem for the table of contents, as Américo remarked.
\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage[pdfencoding=auto]{hyperref}
\begin{document}
\tableofcontents
\section{Foo $\beta$}% doesn't work
\section{\texorpdfstring{Foo $\beta$}{Foo}}% doesn't work, but no errorrs
\section{\texorpdfstring{Foo $\beta$}{Foo β}}% ooooooohh :)
\end{document}
In the following article
the Greek letter β renders properly.
Code
\documentclass{article}
\begin{document}
\section{Section Something $\beta$ something}
\subsection{Subsection Something $\beta$ something}
Something $\beta$ something.
\subsubsection{Subsubsection Something $\beta$ something}
Something $\beta$ something.
\paragraph{Subsubsubsection $\beta$ something}
Something $\beta$ something.
\end{document}
Output
Just to clarify: the example above has no Table of Contents. The same with it.
This code
\documentclass{article}
\begin{document}
\tableofcontents
\section{Section Something $\beta$ something}
\subsection{Subsection Something $\beta$ something}
Something $\beta$ something.
\subsubsection{Subsubsection Something $\beta$ something}
Something $\beta$ something.
\paragraph{Subsubsubsection $\beta$ something}
Something $\beta$ something.
\end{document}
produces
article
document.hyperref
?hyperref
removes math shift characters (dollar signs) with a warning unless a very ancient version is used.