JG89 said:
Thanks for the suggestions guys. I've heard good things about baby Rudin and Pugh's analysis book. I'm surprised to know that Courant Volume 1 is sufficient to study from baby Rudin. I've always thought that was quite an advanced book.
No, Rudin is not as advanced as you think. There is actually considerable overlap between Rudin and either Courant or Spivak, both of which are quite good preparation for Rudin.
Rudin implicitly assumes that you have achieved some mathematical maturity with rigorous calculus, including epsilon/delta arguments: essentially the level of maturity that you get from working through Courant or Spivak.
Rudin treats the same calculus material a bit more abstractly, which allows him to prove familiar results in greater generality than in Courant or Spivak.
For example, Rudin increases the level of abstraction slightly by introducing metric space topology. As you will see, this actually cleans up and generalizes some of the messier epsilon-pushing proofs from Spivak or Courant.
For example, Spivak has a chapter called "Three Hard Theorems" having to do with what you can say about continuous functions on a closed interval. In Rudin, these are proved for continuous functions on compact, connected sets in a metric space. This has the advantage of making the proofs considerably easier/cleaner while also extending the applicability of these theorems to more general settings, e.g., to R^n.
Another difference is that Rudin works with the Riemann-Stieltjes integral (of which the Riemann integral is a special case), which is neat but not really what I would call essential for a first course in analysis. It's not much harder than standard Riemann integration, though, and it's useful grounding for later on when you study Lebesgue integrals.
Finally, Rudin has two dense chapters on multivariable calculus and one even denser chapter on Lebesgue integration. You would be better off reading other books for this material: Munkres' "Analysis on Manifolds" for the multivariable stuff and Bartle's "The Elements of Integration and Lebesgue Measure" are good choices.