I've just tested the MathJax-Latex plugin. Directly after I've downloaded and actived it on my local machine via the standard built-in WordPress plugin download I gut the following error:
Warning: fopen(http://localhost/wordpress/wp-content/plugins/mathjax-latex/MathJax/config/default.js): failed to open stream: HTTP request failed! HTTP/1.1 404 Not Found in /var/www/wordpress/wp-content/plugins/mathjax-latex/mathjax-latex.php on line 361
I also got a WordPress warning produced by the plugin:
It appears you are running MathJax v1.0.1, you should consider upgrading to v1.1, or using the MathJax Content Distribution Network. See the plugin options page.
http://localhost/wordpress/wp-content/plugins/mathjax-latex/ exists, but it has only "js" as a subfolder.
Using MathJax CDN Service did remove the Warning.
It might be that the plugin does work, but I don't like to continue testing when the first thing I see is a PHP Warning.