Zygmund and Wheeden's [Measure and Integral][1] is quite nice, and compact.  We used in at the University of Alberta for our 4th year analysis sequence (a full year course). 


  [1]: http://books.google.ca/books?id=eSDhU60EGJQC&dq=measure+and+integral+zygmund&printsec=frontcover&source=bl&ots=BFUhbtaPtI&sig=HkUZMRX8v3eq1EQK1r9-F_sVUu8&hl=en&ei=a0w9S_rFDJP-tAPPqrnCBA&sa=X&oi=book_result&ct=result&resnum=1&ved=0CAoQ6AEwAA#v=onepage&q=&f=false