Below is a direct proof that if $p,q,n$ are positive integers with $\gcd(p,q)=1$ and $p^2=nq^2$ then $q=1$ (so $n=p^2$). I would count that as a direct proof that $$\lbrace n \mid \sqrt{n}\in \mathbb{Q} \rbrace=\lbrace0,1,4,9,16,\cdots\rbrace$$ Given that $\gcd(p,q)=1$ there are integers $s,t$ with $ps+qt=1.$ Cube and regroup to get $p^2(ps+3qt)s^2+q^2(3ps+qt)t^2=1.$ Given that $p^2=nq^2$ we then have $nq^2(ps+3qt)s^2+q^2(3ps+qt)t^2=1$ so that $q$ divides 1. QED
later As Andres points out, it suffices to square. The cubing shows that $\gcd(p,q)=1$ implies $\gcd(p^2,q^2)=1$. Of course if $p,q,n$ are integers and we already know $\frac{p^2}{q^2} \ne n$ then it follows that $|\frac{p^2}{q^2}-n| \ge \frac{1}{q^2}$. I wanted an direct argument that if $p,q,n$ are positive integers with $\gcd(p,q)=1$ and $q \ge 2$ then $|\frac{p^2}{q^2}-n| \ge \frac{1}{q^2}$. I think that could be done but in this situation one wants to keep a proof short.
In my opinion, the vast majority of "indirect proofs" are actually direct proofs of something else. But that is another story.
