The Elements of Integration and Lebesgue Measure

This is a great introduction to integration theory, and probably the only book that is suitable for (1) a one semester course, and (2) a wide audience. The topics presented in this book are the main concepts ("work horse material") of integration and measure. I highly recommend this book as an introduction or tag along book for mathematicians (analysts), and as a primary book to learn the material for students in economics, electrical engineering, and statistics.