Write Chinese article in LaTeX using gVim on Windows 7

1. If you are already editing a tex file, convert it to UTF-8 encoding, then save it, with the following gVim command.
   
   :set fileencoding=utf8
   :w
    
2. If you would like gVim to save your file in UTF-8 encoding by default, add the following two lines to the text file"C:\Program Files\vim\_vimrc"
   
   set encoding=utf-8  " The encoding displayed.
   set fileencoding=utf-8  " The encoding written to file.
    
3. However, after I added the two lines above, the menu and text area of gVim became gibberish. Thus, I add the following lines to "C:\Program Files\vim\_vimrc" to set the menu and text area to English.
   
   set langmenu=en_US
   let $LANG = 'en_US'
   source $VIMRUNTIME/delmenu.vim
   source $VIMRUNTIME/menu.vi
    
4. If you use VIM-Latex to compile your tex file, you have to make VIM-Latex to compile with XeLaTeX rather than pdfLaTeX. Add the following line to "C:\Program Files\vim\_vimrc"
   
   let g:Tex_CompileRule_pdf='xelatex --interaction=nonstopmode $*'
    
5. Add the following lines to the preamble of your tex file, after \documentclass.
   
   \usepackage{fontspec} %加這個就可以設定字體
   \usepackage{xeCJK} % 讓中英文字體分開設置
   \setCJKmainfont{標楷體} %設定中文為系統上的字型，而英文不去更動，使用原TeX字型
   \XeTeXlinebreaklocale "zh"
   \XeTeXlinebreakskip = 0pt plus 1pt %這兩行一定要加，中文才能自動換行
    
6. However, on my machine, XeLaTeX gave me the following error message.
   
   fontspec error: "font-not-found" ! ! The font "????" cannot be found.
   
   Thus, I changed this line above
   
   \setCJKmainfont{標楷體}
   
   to
   
   \setCJKmainfont{DFKai-SB}
   
   It won't let me use Chinese font names, strange!
   
   
7. If you want to use 新細明體, try the following line instead.
   
   \setCJKmainfont{PMingLiU}
   
   If you want to use 微軟正黑體, try the following line instead.
   
   \setCJKmainfont{Microsoft JhengHei}

Reference

Thanks to all the answerers on StackExchange.
LaTeX tutorial by Academia Sinica (in Chinese)