I've seen the identity $\displaystyle \sum_{i \mathop = 0}^n \binom n i^2 = \binom {2 n} n$ used here recently.
I checked for proofs here http://www.proofwiki.org/wiki/Sum_of_Squares_of_Binomial_Coefficients
I couldn't have figured out the combinatorial proof by myself, and the inductive proof assumes you already know the answer...
So my question is : do you know how to prove directly through computation that $\displaystyle \sum_{i \mathop = 0}^n \binom n i^2 = \binom {2 n} n$ ?
Consider the identity $(1+x)^{2n}=(1+x)^n\cdot(1+x)^n$. By the binomial theorem we have $\displaystyle(1+x)^n=\sum_{k=0}^n{n\choose k} x^k$, so multiplying out we compute the right hand side as $\displaystyle(1+x)^n\cdot(1+x)^n = \sum_{k=0}^{2n}\left(\sum_{j=0}^k{n\choose j}{n\choose k-j}x^k\right)$. But the LHS is just $\displaystyle(1+x)^{2n} = \sum_{k=0}^{2n}{2n\choose k}x^k$; equating coefficients of $x^n$ we get $\displaystyle{2n\choose n}=\sum_{j=0}^n {n\choose j}{n\choose n-j}$. Finally, using the identity ${n\choose j}={n\choose n-j}$ gives the desired result.