Metacharacters Inside Character Classes
In most regex flavors, the only special characters or metacharacters inside a character class are the closing bracket (]), the backslash (\), the caret (^), and the hyphen (-). The usual metacharacters are normal characters inside a character class, and do not need to be escaped by a backslash. To search for a star or plus, use [+*]. Your regex will work fine if you escape the regular metacharacters inside a character class, but doing so significantly reduces readability.
To include a backslash as a character without any special meaning inside a character class, you have to escape it with another backslash. [\\x] matches a backslash or an x. The closing bracket (]), the caret (^) and the hyphen (-) can be included by escaping them with a backslash, or by placing them in a position where they do not take on their special meaning. The POSIX and GNU flavors are an exception. They treat backslashes in character classes as literal characters. So with these flavors, you can't escape anything in character classes.
To include an unescaped caret as a literal, place it anywhere except right after the opening bracket. [x^] matches an x or a caret. This works with all flavors discussed in this tutorial.
The hyphen can be included right after the opening bracket, or right before the closing bracket, or right after the negating caret. Both [-x] and [x-] match an x or a hyphen. [^-x] and [^x-] match any character thas is not an x or a hyphen. This works in all flavors discussed in this tutorial. Hyphens at other positions in character classes where they can't form a range may be interpreted as literals or as errors. Regex flavors are quite inconsistent about this.
Many regex tokens that work outside character classes can also be used inside character classes. This includes character escapes, octal escapes, and hexadecimal escapes for non-printable characters. For flavors that supportUnicode, it also includes Unicode character escapes and Unicode properties. [$\u20AC] matches a dollar or euro sign, assuming your regex flavor supports Unicode escapes.