Making an equation \small er: A common latex problem

Here’s a problem that I run into … not infrequently … an equation is just a little bit too big and you’d like to shrink it.  The obvious thing to try is:

Here's the line before the equation.  I'm making it long to 
illustrate a problem with this approach. Ideally, it should be a
few lines long.
\[ \footnotesize f(x) = g(x) \]

… and that doesn’t work.  The equation doesn’t actually become smaller.

Getting a bit more aggressive, you can try:

Here's the line before the equation.  I'm making it long to 
illustrate a problem with this approach. Ideally, it should be a
few lines long.
{\footnotesize \[ f(x) = g(x) \] }

… which works, but the text above the paragraph gets “squeezed” in an unnatural way.  This happens because \footnotesize anywhere in the current paragraph adjusts the baseline for the entire paragraph.  That is not what we want.

Here’s what you really want:

Here's the line before the equation.  I'm making it long to 
illustrate a problem with this approach. Ideally, it should be a
few lines long.\\
\parbox[t]{\linewidth}{\footnotesize \[ f(x) = g(x) \]}}

That’ll keep the formatting of the previous paragraph.  I still think there is a better solution, so I’m going to post this as a question on the tex stack exchange to see what people come up with.

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