I used LaTeX for problem sets throughout grad school, although when I was done with coursework I switched over to Markdown for the dissertation. As long as you only plan to convert your Markdown to LaTeX, you can drop into LaTeX whenever you need more control. This requires knowing LaTeX really well however, which is why it was handy that I'd used it for my problem sets. The end product is really much better, and you do get much better at it with practice, particularly if you also learn a real text editor.