Measure theory for self study. I have good knowledge of Elementary Real analysis. Now I'd like to study measure theory by myself (self-study). So please give me direction for where to start? Which book is good for starting? I have Principles of Mathematical Analysis by W. Rudin and Measure Theory and Integration by G. de Barra. Which book is rich in examples and exercises? Please suggest to me. Thanks in advance.

I have discovered Yeh's Real Analysis: Theory Of Measure And Integration recently, and I recommend it warmheartedly! Easy to read I think, especially for self study. It has a problem & proof supplement by the way.
Rudin (not PMA but RCA) is very good on the long term, but hard for a first encounter with measure theory. PMA is not mainly about measure theory IIRW.
