TITLE: How should I study measure theory?
QUESTION [5 upvotes]: Im about to start studying measure theory on my own but I dont know what order I should follow, plus I dont know which textbook I should use.  Any ideas? I've already had a course on measure theory but it was kinda limited on the Lebesgue measure on the real numbers, integrals, $L^p(\mathbb{R})$ spaces etc; I'd like to study the more general measure theory. Also, any tips or advice for the subject would be appreciated

REPLY [2 votes]: These are the book's i would propose :
1)Terence Tao's Measure Theory 
It is an excellent book and also has a small chapter in which he introduces you to some strategies  for tackling problems in this subject.
2)One of my favourites is Stein's Real analysis:Measure Theory,Integration and Hilbert Spaces.
This book begins with an introduction to Lebesgue measure in $\mathbb{R}^n$ and then goes more abstract.And also it has great exercises.
3)Inder.K.Rana's Measure and Integration This book is not known widely but still its a great book with many examples and interesting exercises.
For more advanced book then you have the classic Real and Complex Analysis of Walter Rudin and Folland's  Real Analysis:Modern Technics and their Applications
I would suggest for now you to start with one of the first 3 books i mentioned.
I hope my answer helps you.