The traditional way to do the bibliography is to include the bibliography entries directly into the document, which is a sure but not so robust way to handle the matter.
BibTeX is an "extension" to LaTeX for handling bibliographic citations in a more elegant way. The idea is to collect a database of bibliographic citations, which can be used with multiple (if not all) documents produced — instead of copying the same citations over and over again. BibTeX provides the way to create such a database. As an additional bonus, BibTeX allows different presentation formats (and new ones can be created) for the bibliography, so it is possible to change the look of the bibliography by just by changing parameters (and not rewriting the entries manually).
... but luckily it is not.
ctrl + space
(or what content
assist is bound to on your system) while editing the .bib file.
ctrl + space
(or wait for automatics to kick in).
As there are many different citation packages available
(instead of the default \cite{}),
any "\*cite*{" string can be used for this purpose.
Also note that you can enter the beginning of the
citation to shorten the list of displayed citations.
Few notes: first, only those bibliography entries show up in the document which are really cited (so using .bib file of thousand entries does not result in a very large bibliography). To include bibliography entries that are not referred to, use \nocite{key} command within the document; the key can be either a key of an entry or * for including all entries.
Second, you can use multiple .bib files: just type them all into the \bibliography{} command and separate them with commas (be sure not to put any whitespace surrounding the commas).
Third, you can (and should) cite multiple citations with one \cite{} command — separate the citations with a comma. Note that for the content assist to work there must not be any whitespaces. An example:
ctrl + space
gives a list of of citations after
"\cite{citation1,citation2,<CURSOR>"
ctrl + space
gives nothing after
"\cite{citation1, citation2,<CURSOR>"
That is correct, we chose not to support the thebibliography environment simply because we find the BibTeX to be a lot better for handling bibliography.
Even if you really need to put everything in to the same file (for instance the journal to which you are submitting you paper really wants the submissions be just a single file), we still recommend that you use BibTeX. BibTeX generates the bibliographic entries into .bbl file, and you can manually insert that file into you document just before you submit it.