I'm a big fan of the XCompose feature, too. I find that most instructions how to map the key to e.g. Capslock, while working, are much too complicated - the keyboard applets in the control panels of good desktop environments offer this as a simple setting (screenshot
That list is out of date - instead see file:///usr/share/X11/locale/en_US.UTF-8/Compose or http://cgit.freedesktop.org/xorg/lib/libX11/tree/nls/en_US.UTF-8/Compose.pre.
See https://github.com/kragen/xcompose how to make user-defined additions.