To show that a subgroup of a group is normal, I typically construct a homomorphism whose kernel is that subgroup. Are there any general principles or tests that I can use to determine that a subgroup is not normal? Or are such claims usually proved by ad hoc methods?
In particular, I would like to show that $\textbf{SL}_n(\mathbb{Z})$ is not a normal subgroup of $\textbf{SL}_n(\mathbb{R})$.
Any help is appreciated!
Paul's comment is the way to go here; you want to pick an element $h$ in the subgroup and find some other element $g$ such that $ghg^{-1}$ is not in the subgroup.
Conjugating a matrix essentially amounts to changing the basis. Pick some simple nonidentity element $h$ of $SL_n(\mathbb{Z})$ and find an orthonormal basis in which the corresponding matrix representation has at least one entry that is not an integer. This will give you an orthogonal matrix $g$ such that $g^{-1}hg$ is not in $SL_n(\mathbb{Z})$.