Folland’s real analysis textbook is dense but effective.

It covers a wide range of topics,

from the very Basic set-theoretical concepts to short treatments on harmonic analysis.
It is a great book for graduate students or advanced undergraduates wishing to
proceed further on onto topics like functional analysis, harmonic analysis (on which
topic Folland has another book), and Fourier analysis. It has multiple exercises for
practice and applications (though not as every-day worldly applications as one would
think from reading the title).