For the integral $$\int_1^{\infty} \frac{\cos(2x)}{2x}$$
It is possible to prove the convergence by the integration by parts but I am looking for another direct way which could be simple and more clever.
For example, to benefit from the fact $|\cos x| \leq 1$ then to do something like $$ \int_1^{\infty} \frac{\cos(2x)}{2x} = \int_1^{\infty} \frac{\cos(y)}{y} \leq \int_1^{\infty} \frac{1}{y} $$ but I can't conclude something from this!
Direct application of Dirichlet's test works: antiderivative of $\cos 2x$ is bounded and $\frac{1}{2x}$ monotonically tends to zero. That's why $$ \int_1^{\infty} \frac{\cos(2x)}{2x} $$ converges.