How can I get bold math symbols?

The AMS Short Math Guide recommends the \boldsymbol and \pmb commands (and suggests that you use the bm package for the former to get a more powerful version than provided by amsmath).

In my experience, there is no single best way. Therefore Table 528 on page 225 of the Comprehensive LaTeX Symbol List comes in really handy. (Visited March 8, 2019 )

With unicode-math you can use \symbf{<characters>} which works for both Greek and Latin letters. (In versions of unicode-math older than 0.8 the \symXXX macros didn't exist, but you could \mathbf{<characters>} directly.)

Compile with xelatex or lualatex.

\documentclass{article}
\usepackage{unicode-math}
\setmathfont{XITSMath-Regular.otf}
% or a different font:
%\setmathfont{texgyrepagella-math.otf}
\begin{document}
\( AaBb∇αβγ \) \par
\( \symbf{AaBb∇αβγ} \) \par
\( \symrm{AaBb∇αβγ} \)
\end{document}