What you have in mind with automatic substitution would be a macro.  LyX 1.6.x
does not support macros directly; you can create them in the preamble if you
know how to write LaTeX code.  My impression is that LyX 2.0 will have a macro
capability.  As an alternative hand-coding macros in LaTeX, you can bind a
custom key combination to a sequence of LyX functions (LFUNs) that inserts what
you want (so that, for instance, Ctrl-Alt-H inserts "HTML" along with possibly
some custom formatting).  The downside there is that (a) there's a limited
number of uncommitted key combos and (b) if you're like me, you won't remember

As far as markup goes, remember that your document will probably end up being
turned into a DVI, PS or PDF file, so the final product will not contain any
markup.  I think what you want is visual cues, which leads you to custom
character styles.  Rob Oakes has a nice blog post
that will get you started on that.  I think Steve Litt also documented it
somewhere, but I'm afraid I don't have a link to his book handy.  Searching 
the archive of the user list should turn it up.


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