If you look at functions of the form $1/x^k$, $k>0$, it seems you can't have your cake and eat it too. If the integral of $1/x^k$ converges on $[1,\infty[$, then it diverges on $]0,1]$ and vice-versa, and if you try to balance things by picking $1/x$, your greediness is punished by having a function whose integral doesn't converge on both limits.
My question: can you construct a smooth function $f(x)$ that has a vertical asymptote at $x=0$ such that the integral
$$\int_{0}^{\infty} f(x) dx $$
converges?
What if I demand absolute convergence?
you can take $f(x) =e^{-x} .$