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The simple library matrix2latex has a lot of functionality packed into a single function. I think capturing some of those features in the current DataFrame.to_latex() method would make  to_latex() much more useful.
The flexibility I am talking about is being able to do these types of things:
- pass in arbitrary environment names
 - specify the justification of each column (as well as vertical rules between them)
 - natural handling for latex symbols like 
\infty - insert captions and labels into the tabular environment
 
JamesOwers, lahwaacz, flinder and tompollard