I'm heading into my second semester of analysis, and I still don't have a good intuition of when a set is compact. I know two definitions, covering compact and sequentially compact, but both of those seem very difficult to apply "real time". In $\mathbb{R}^n$ I know we have Heine-Borel, which is a very easy way to check things, but I would like to know a different way to easily check for compactness, if there is one.
For instance, can you compactify any space? Compactifying Euclidean Space is easy to understand because of Heine-Borel, but can you compactify, for instance, $\mathbb{R}^2$ with the discrete metric?
Heine-Borel is probably close to the best intuition that one can get, at least for Hausdorff spaces. Compact spaces have a closed, finite character to them.
There are general ways to compactify any topological space, but many of these compactifications are very large and artificial. The Stone–Čech compactification is the most general and most outrageous.
For $X=\mathbb{R}^2$ with the discrete topology, we have a locally compact Hausdorff space, so we can use the one-point compactification. That is, we add a point "at infinity", whose open neighborhoods each contain all but finitely many points of $X$. This example is not very easy to visualize, but it is philosophically very similar to adding a point to $\mathbb{R}^2$ to obtain $S^2$.