I think it is a bad idea to go for non-standard syntax like kramdown’s syntax or double escaping. I would only go for this if there are no other solutions possible.
Kramdown’s syntax is kinda elegantly ‘markdownish’, and I like the idea, but for some other math language that is still adopting new ideas, like asciimathml. I wouldn’t try to change LaTeX, I’m sure many LaTeX users wouldn’t like it.
I think http://math.stackexchange.com is one of the most active math communities and I think it would be very important that any thing written there still works in commonmark + mathjax extension. So at least support
Besides that I would really like it if supporting
\[ would optionally work. I don’t see exactly in which cases escaping them is essential. I’m sure there are, but as I think very few cases. And as there are very many cases for a mathematician, to use
\( ...\) or
\[...\] I would rather have some ugly syntax for escaping
\[ then have this
\\( ...\\) ugly syntax for all my mathematics.
The only case I can see that escaping
( ) [ ] is essential, is inside of links and links descriptions like:
[This  (is!) my link](http://www.google.com/)
This  (is!) my link works without escaping
[This \]\[ is my link](http://www.google.com/)
This ][ is my link needs escaping
But I would like it, if for a mathjax extension it is optional possible to just don’t support those cases, or use some other syntax for that like:
[This \\]\\[ is my link](www.google.com/)
Or maybe using backticks around the link description.