The approach of contour integration and residue theorem is systematically developed to evaluate infinite integrals involving Bessel functions or closely related ones. Three independent formulations applicable to different types of integrals are presented. The conventional formulation using Hankel functions as auxiliary functions, whose previous development leave considerable room for improvement, is fully developed. The second and third formulations, which appear unnoticed before, uses as auxiliary functions linear combinations of Bessel and Struve functions, and linear combinations of Anger and Weber functions, respectively. These functions play a crucial role as the Hankel functions do in the conventional formulation. Several general formulae are derived, each expressing an infinite integral in terms of residues. The integrands are products of rational functions, powers and Bessel (Neumann, Struve, Anger or Weber) functions, with some relation satisfied between the index of the power and the order of the Bessel or related function. Typical examples are worked out for each type of integral.
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