If we are considering the set of complex numbers of the form a+bi where "a" and "b" are real numbers, then the proof is relatively easy, because this is another way of saying "the set of points on the complex plane". As mentioned earlier, the real number line is a subset of the complex plane, which can be seen by assigning "b" the value 0. The closed interval from 0 to 1 can be shown to be uncountable by using Cantor's diagonalization argument. Thus, as concluded from earlier, the set of complex numbers is an uncountable set.
However, even though the set C defined by cxc001 is not all the complex numbers, it is a better question to ask whether this set C={a+bi:a,b natural numbers} is countable or uncountable. In fact, I believe this is probably what cxc001 meant to say the first place, but accidentally referred to such a set as "all the complex numbers". From this point forward, I will replace the set C with the notation C' to avoid confusion.
As it turns out, this set is countable. To show this, one needs to show that the set N (the natural numbers: 1,2,3,...) and the set C' have injective mappings into one another. In other words, For every natural number, I can find a unique corresponding number from C', and for every number in C', I can find a unique corresponding number from N. One direction is easy. Let any natural number "n" correspond to the complex number "n+i" which is a number from C'. For the other direction, let "a+bi" be any number from C' such that "a+bi" corresponds to the natural number (2^a)*(3^b). Because "a" and "b" are natural numbers, so is (2^a)*(3^b). Also, 2 and 3 are prime, so such a number will always be unique. Hence, our set C' is countable.
To further the discussion, consider algebraic numbers. A number is an algebraic number if it is a root value to some polynomial with rational coefficients. As a reminder, a polynomial has degree n for some natural number n. This means a polynomial, by definition, is of finite degree. Also, a root value to a polynomial is a number that is mapped to 0 by the polynomial.
ex.) x=1 is a root value of "x^2 - 1" because (1)^2 - 1 = 1-1 = 0.
For the sake of the discussion, how could one go about determining whether or not the set C'={a+bi: a,b are algebraic numbers} is countable?