I beg to differ with Andy and propose Nelson's proof as THE book proof that a bounded analytic function is constant. In fact Nelson's little gem is for harmonic functions, but the proof is incredibly beautiful and, of course, applies to analytic functions by considering their real and imaginary parts.
There are just two ingredients:
1. The mean value theorem: the value of a harmonic function in the plane (or n-space) at some point is the average of the function over any disc centered at that point. We can even take that as definition of a harmonic function if we have a family of "discs" and a measure with which to average.
2. A geometric property of metric discs on the plane: Given any two points $x$ and $y$, for sufficiently large radii $R$, the symmetric difference of the disc of radius $R$ centered at $x$ and the disc of the same radius centered at $y$ has negligible area compared with the area of the discs.
Now the proof goes as follows: take any two points $x$ and $y$ on the plane and choose discs of a very large radius $R$ centered at each of these points. If the harmonic function is bounded, its average over the two discs, that by (2) basically coincide, has to be almost the same. Let $R$ go to infinity and you're done.
Remark/Question Clearly the proof makes sense for a class of metric measure spaces. Has this sort of spaces (symmetric difference between large metric balls having small relative measure) been studied on its own? Normed spaces are in this category.