Most of the time when a person says that a function "is continuous" they mean it is continuous at all points in its domain. To prove that a function is "not continuous" the first step is to find a point of discontinuity (obviously, ha!). Using the graph and your knowledge of the [tex]\sin[/tex] function, you might venture a guess that the function is continuous on all points in [tex]\mathbb{R} - \{0\}[/tex], so we should look at the function's behavior around x=0.
The definition of continuity at [tex]a[/tex] is
[tex]\lim_{x\to a} f \left(x\right) = f \left(a\right)[/tex].
We wish to show that this is false at a=0. So, since [tex]f \left(0\right) = 0[/tex], we must prove
[tex]\lim _{x\to 0} f \left(x \right) \neq 0[/tex].
Negating the epsilon-delta definition means that we must show that there exists an [tex]\epsilon>0[/tex] such that for all [tex]\delta >0[/tex] there exists an [tex]x[/tex] so that [tex]\left|x\right| < \delta[/tex] and [tex]\left| f \left(x\right) \right| \geq \epsilon[/tex]. In more intuitive terms, if we pick a specific [tex]\epsilon[/tex] we must show that no matter how close we make [tex]x[/tex] to 0, [tex]f \left(x\right)[/tex] will sometime be outside [tex]\left( -\epsilon, \epsilon \right)[/tex].
Now, the graph of [tex]\sin 1/x[/tex] should help. What happens as [tex]x[/tex] gets closer and close to 0? The function ALWAYS bounces between 1 and -1. Using this and dx's generous hint, you should be able to see what's going on. So, if you understand the math and intuition behind it (which you said you did...hence why I'm skipping some parts here), you can
write the proof extremely concisely...
Proof:
Pick [tex]\epsilon = 1/2[/tex]. For any [tex]\delta >0[/tex] there exists
[tex]x = \frac{2}{\pi \left( 4n-3 \right)}, \quad n \in \mathbb{N},[/tex]
such that [tex]\left|x\right| < \delta[/tex] and [tex]\left| f\left(x\right)\right| = 1 \geq 1/2[/tex].
Q.E.D.
Notice how my proof EXACTLY matches the negated epsilon-delta definition? To write a proper epsilon-delta proof you must have that thing MEMORIZED. I don't mean being able to roboticaly recite it on command, I mean live and breathe the thing.