Here's a good way to approach these sorts of integration problems. It won't always lead you directly to a solution, but it often works. When I write "these sorts," what I mean is: integrals with Pythagorean expressions in them; i.e., sums or differences of squares inside of a radical (or raised to a power that's an integer multiple of $\frac{1}{2}$).
Notice that $\sqrt{ax^2 - b} = \sqrt{(\sqrt{a}x)^2 - (\sqrt{b})^2}$ is of that form. Sketch a right triangle with the hypotenuse of length $\sqrt{a}x$ and a leg of length $\sqrt{b}$. Name the angle between these two sides $\theta$. Then, the radical expression is the length of the third leg (opposite angle $\theta$).
Write down the trigonometric relationship between $x$ and $\theta$ suggested by your picture.
$$\cos \theta = \frac{\sqrt{b}}{\sqrt{a}x} \qquad\Longleftrightarrow\qquad \sqrt{b}\sec\theta = \sqrt{a}x$$
From here, you can write down the radical expression in terms of $\tan \theta$ and complete the exercise from there.