TL;DR: I wanted to be smart, and it backfired.
I’m currently writing a (longish) document on mathematics. Among other things, I write about the Hausdorff metric, which I denote by d_H. Since this notation appears quite often, I decided to write a command for it:
\newcommand{\dH}{{d_H}}
Now what are the extra braces for? Sometimes I want to talk about a ball with respect to the Hausdorff metric, denoted by B_{d_H} – for that, I wanted to write B_\dH. Without the extra braces this won’t work (for obvious reasons).
So far, so good. But there’s another catch: I want a similar notion to the Hausdorff metric, which I denote d_H^*. With my definition, \dH^* won’t work (can you see why?). So I wanted to be clever, and use an optional star; this way, I could write \dH or \dH*. I did this:
\newcommand{\dH}{\@ifstar{d_H^*}{d_H}}
(The \@ifstar{whatever}{something else} macro (which must come as the last thing in your defined command!!!) “peeks ahead”, and if it sees a star (possibly after some spaces), it executes whatever, and something else otherwise.) But my ability to write B_\dH is lost now! And of course, adding braces around \@ifstar won’t help: it will then never “see” the star.
(Please note that if you want to define commands accepting optional stars and/or optional parameters, the xparse package is a better way to go – the \@ifstar macro is a low-level, LaTeX2e concept.)
It seems that there’s no way out of this dilemma. It’s not a big deal, I can write B_{\dH} (which is cleaner LaTeX syntax anyway), but I’m curious whether there’s any way to eat this cake and have it, too.
Edit: yes, there is a way, as this übercool answer from Enrico Gregorio shows. As pointed out in the comments, it’s better to stick to B_{\dH} syntax, though.