Numerical integration on an irregular grid

Is there a "best" way to approximate the integral of a function
when the function is only known at irregularly spaced points? It is safe
tu assume the function is continuous.

Currently I am using a simple trapezium rule as I can't find anything more
appropriate that isn't restricted to regular grids (Simpson's rule). The
only way I could get the function at regular points is by interpolation.

Glyn
.