For trigonometric substitutions, there are two fundamental identities which are often used:
[tex]\begin{array}{l}<br />
\cos ^2 x + \sin ^2 x = 1 \Leftrightarrow \cos ^2 x = 1 - \sin ^2 x \\ <br />
\sec ^2 x = 1 + \tan ^2 x \Leftrightarrow \tan ^2 x = \sec ^2 x - 1 \\ <br />
\end{array}[/tex]
The first one can be used for radical expressions of the form [itex]\sqrt {a^2 - x^2 }[/itex] where you then choose the substitution [itex]x = a\sin y[/itex].
The second one can be used for two types: yours, which was of the form [itex]\sqrt {x^2 + a^2 }[/itex] (you then do [itex]x = a\tan y[/itex]) or those of the form [itex]\sqrt {x^2 - a^2 }[/itex] (then it's [itex]x = a\sec y[/itex]).