Writing source code with Unicode characters

[Óscar Fuentes]

I'll like to experiment with using Unicode on source code (λ instead of
lambda, etc) but it seems quite inconvenient to insert those chars with
C-x 8 RET. Org-mode has the capability of displaying λ when you type
\lambda, but that's just a display replacement, the raw text still is
\lambda.

What can I use to make more convenient the insertion of Unicode chars?
(I'm mostly interested on Greek letters and other math-related symbols)