I was playing around with my .emacs, and I cannot figure out why the following does not work with .tex files:
(add-hook 'tex-mode-hook (lambda () (show-paren-mode t)))
On the other hand, the following does work on elisp files.
(add-hook 'emacs-lisp-mode-hook (lambda () (show-paren-mode t)))
Actually, just having the elisp hook is sufficient to enable paren mode on .tex files. I'm not sure what's going on.
Running 24.5.1 on OS X with auctex installed.