I have a question on a book I bought awhile ago. This is the book http://www.amazon.com/Mathematical-Analysis-Undergraduate-Texts-Mathematics/dp/144192941X
My undergrad school used an easier book, since most people from my school weren't going onto grad school (I'm one of 3 in the last 5 years, and I'm just at a Masters only school), but it made the class really easy for me and a couple of friends. The book I linked is paced completely differently, and presents things differently as well. For example, Chapter 1 of that book was the first 3 chapters of the book I used. The book I used didn't introduce topology until the very end. Is it safe to assume the presentation in Pugh's book is the typical way an analysis class would work?
I think if I had to go back and relearn everything from scratch, I'd do:
Spivak's Calculus
Pugh's Analysis for gaining the mathematical intuition (http://www.amazon.com/Mathematical-Analysis-Undergraduate-Texts-Mathematics/dp/144192941X/ref=sr_1_1?ie=UTF8&qid=1323215782&sr=8-1)
Rudin's Analysis for harder exercises
I do actually,
Single-variable Analysis: My favourite (but don't read the multivariable part, definitely not as good as the rest of the book): Pugh, Real Mathematical Analysis. A strong second place: Spivak, Calculus
Multi-variable analysis: Can't beat (in my opinion) good ole' Munkres
For the Measure stuff (disclaimer, I haven't read this entirely), Heinz & Bauer
Unfortunately, I still haven't read in stochastics. But I do recommend reading some Algebra, by M.Artin before you tackle Arnold's Differential Equations. While you only really need to read Artin up until the point where he introduced Diff. Eqs himself, I'd recommend going back after Arnold and finishing 'er up!
I used Pugh, and it's a great book, imo. It's readable enough to learn from via self-study, I would think.