$$\cos x = \frac{e^{ix}+e^{-ix}}{2}$$
$$\cos x = \mathrm{Re} \;e^{ix}$$
Así
$$\cos \theta + \cos 3\theta + ... +\cos (2n-1)\theta=\sum_{k=0}^{n-1} \cos (2k+1)\theta$$ $$=\mathrm{Re} \; \sum_{k=0}^{n-1} e^{i(2k+1)\theta} =\mathrm{Re} \; \left(e^{i\theta}\sum_{k=0}^{n-1} e^{2ik\theta}\right) =\mathrm{Re} \; \left(e^{i\theta}\frac{e^{2in\theta}-1}{e^{2i\theta}-1}\right)$$
(por cierto, la serie geométrica que estás buscando es la suma del medio de arriba, con $z=e^{i\theta}$)
Y
$$\frac{e^{2in\theta}-1}{e^{2i\theta}-1}=\frac{e^{in\theta}}{e^{i\theta}} \frac{e^{in\theta}-e^{-in\theta}}{e^{i\theta}-e^{-i\theta}}$$ $$=e^{i(n-1)\theta} \frac{\sin n\theta}{\sin \theta}$$
Así
$$\mathrm{Re} \; \left(e^{i\theta}\frac{e^{2in\theta}-1}{e^{2i\theta}-1}\right)= \mathrm{Re} \; \left(e^{i\theta}e^{i(n-1)\theta} \frac{\sin n\theta}{\sin \theta}\right) = \frac{\sin {n\theta}\cos {n\theta}}{\sin {\theta}}=\frac{\sin 2n\theta}{2 \sin {\theta}}$$
Finalmente,
$$\cos \theta + \cos 3\theta + ... +\cos (2n-1)\theta=\frac{\sin 2n\theta}{2 \sin {\theta}}$$