What's the proper way to typeset a differential operator?
There is a standard: it should be upright, not italicized. Read Typesetting mathematics for science and technology according to ISO 31/XI
I suggest using the commath package to correctly typeset differentials.
I'd say it really depends on the context. As Emre pointed out, there's an ISO standard; according to wikipedia, ISO 31-11 was superseded in 2009 by ISO 80000-2. The latter carries the title "Quantities and units -- Part 2: Mathematical signs and symbols to be used in the natural sciences and technology".
As a mathematician I think: Why should I use the same notation as, say, an electrical engineer? In some of the sciences they may have good reasons for the choices in the ISO standard, but those reasons need not apply to every field that uses mathematical notation. It appears that I'm not in bad company here: Of course the TeXbook was written before ISO 31, but let me quote some examples from page 168:
On the same page, Knuth also uses the math italic $e$
for the Euler number. For mathematical typesetting, I like Knuth's choices here very much. I can't say anything about other sciences.
tl,dr: It's complicated, but be consistent.
I believe the answers here tend to miss the point. While Emre mentions that there is an international norm regarding typesetting mathematics that is very explicit about this topic, Hendrik Vogt makes the right argument, but doesn't take it far enough. This question doesn't have an answer as simple as yes or no, rather it depends on your field, your publishers standard, the location you hail from and your wish for consistency. It's like asking what bibliography style is the right one for science. There are established traditions for typesetting mathematics, in part by the mathematical community of a country or family of countries, in part by the publishers. This transcends this question by far, since this touches a lot of other subjects, e.g. how ellipses, vectors and tensors look (this one has even more variety to offer than our subject) or the appearance of relation symbols, for example.
For example as Beccari points out, this tradition of 'uprighting the differential' is less at home in the pure mathematics than it is in the applied variety or the neighbouring sciences. Physicists and engineers, for example, tend to lean towards the upright form more than the mathematicians.
This however is not even half of the picture, since there tend to be big differences when it comes to the nationality of an author. For example the style fans of slanted differentials are used to originates in the English speaking domain, and coincidental evidence, like all the books in your shelf adhering to that style, only tells us that the books you buy are likely by American publishers. Unfortunately not even the publishers are very consistent in what they put out. I once worked for a rather big European science publisher and on asking how they ensure consistency, they admitted they basically don't. They even just print a Word document, if that's what they get and \LaTeX ing it would be too much effort. Some things don't even have an established convention: I once tried to figure out the correct way to typeset the Laplacian symbol and literally every(!) book I picked up had a different style.
So for the issue at hand: in Russia the integral sign leans left instead of right (Zaitsev), while the upright school of thought (both integral and differential) originates in Central Europe, probably Germany. When you put the integrands at the end, like is common in parts of physics, the spacing also may change between the integral and the differential. Compare this sample to see what i mean:
This shows why in my eyes it is not a very good idea to prescribe upright or slanted for the differential, since people then tend to overlook the integral sign and spacing issues involved, and there is a good chance that whatever answer you give them will be wrong.
Also it is not set in stone where to put the limits, even when adhering to a right leaning integral style, as Knuth has said himself (http://tex.loria.fr/typographie/mathwriting.pdf) (also see Mathematics into Type by Swanson)
In German and Russian tradition, there are indeed conventions and norms where to put it that are adhered to, but even here discretion is advised. DIN, the German equivalent of ISO or ANSI, for example, has the norms 1302, 1304 and 1338 for typesetting mathematical formulas, similar to ISO 80000-2. These norms came out of the particular community and were mainly a write-up of the already established traditions. The ridiculous part comes in form of the DIN norms themselves, because they use the relation symbols inconsistently. The ones preferred by norm 1338 are and , but the majority of the norms published after 1338 use and !, so all of this has to be taken with a grain of salt.
Now you can make an argument for uniformity in the way math is typeset, to make it easier to read and parse. In the end, it really doesn't matter too much, the most important question is, if people can understand it. If you write an undergrad text in your native language then it's likely better to adhere to the traditional style your crowd expects.
I recommend looking at where you come from, who you are writing for, making a choice about those questions and sticking to them! Consistency, within your own documents and even across them, is worth a lot more for your readers than trying to guess the conventions the biggest subset of them may be used to. Defining a macro for yourself that wraps all this and makes it easy to change the look with a simple change in one place is the best practical advice one can give.
It's interesting to note that in a way Latex itself has changed the picture, given its ubiquitous use in the mathematics and the fact that some choices are made for you via the default. A lot of people don't want to mess with things like the issue mentioned. Also, as Zaitsev mentioned, some things, like properly scaling the left leaning integral, seem to be quite hard to achieve, since Knuth didn't have those in mind when designing TeX.