Let $C$ denote the unit sphere/circle of the complex plane. I know that $\int_C \frac{d\omega}{w}=2\pi i$. But I thought about it in my head and came up with $-2\pi i$. I soon realised that I had chosen the unconventional orientation of the circle. I understand, since counterclockwise rotation is regarded as positive, by convention, that going round counterclockwise to compute the integral makes more sense. But does it really ?
I thought that Lebesgue's integration theory would have provided an answer, since Lebesgue integration doesn't involve a direction. You can't Lebesgue integrate a positive function backwards to get a negative result. When you use Riemann integration to compute a Lebesgue integral, you just make sure to move positively along the integration domain. Therefore, I tried to make sense of a meaningful way to compute $\int_C \frac{d\omega}{w}$ using Lebesgue. After all, the curve could be measured as follows : for $X\in \mathcal{B}(\mathbb C)$ define $\lambda (C \cap X)=m(\phi^{-1}(X))$ where $m$ denotes the Lebesgue measure on $\mathbb{[0, 2\pi ]}$ and $\forall t\in [0, 2\pi ] \quad \phi(t)=e^{it}$. This seems reasonable since $ \mid \phi '(t) \mid = 1$.
But I have no idea how to compute the integral of $z \mapsto \frac{1}{z}$ on $C$ using this measure, independently of any such choice, since $C$ does not have a canonical positive orientation, only a conventional one, as far as I know. Using variable substitution to integrate $\frac{1}{\phi (t)}$ on $[0, 2\pi ]$ isn't a fair move, since the integral could change signs according to the choice of $\phi$.
So what's my problem ? Can I use Lebesgue integration in any way to prove that computing a Cauchy integral counterclockwise is the right way to do it ?
The integral along a (piecewise differentiable) curve $\gamma: [a, b] \to \Bbb C$ is defined as $$ \int_\gamma f(z) \, dz = \int_a^b f(\gamma(t)) \gamma'(t) \, dt \, . $$ $\gamma_1(t) = e^{it}$ and $ \gamma_2(t) = e^{-it}$, $0 \le t \le 2\pi$ are different curves, and $$ \int_{\gamma_1} \frac 1z \, dz = 2\pi i = - \int_{\gamma_2} \frac 1z \, dz \, . $$
The notation $\int_C f(z) \, dz$ is ambiguous if $C$ is specified as the unit circle (or the image of a curve), because different curves can have the same image. It may be understood as "integral along the positively oriented unit circle", but that would be just convention.
Now to the Lebesgue integral: If $\gamma$ is injective and you define the measure on the image $C = \gamma([a, b])$ as $$ \lambda(X) = m(\gamma ^{-1}(X)) $$ then $$ \int_C f(z) d\lambda = \int_{[a, b]} f(\gamma(t)) \vert \gamma'(t)\vert\, dm = \int_a^b f(\gamma(t)) \vert \gamma'(t)\vert\ dt $$ and that is the integral of $f$ along $\gamma$ with respect to arc length and usually denoted as $$ \int_\gamma f(z) \, |dz| \, . $$ The value of the arc-length integral does not change if the path is reversed.
In our case, $$ \int_C \frac 1z d\lambda = \int_\gamma \frac 1z \, |dz| = \int_{[0, 2\pi]} \frac{1}{e^{it}} |i e^{it}| dm = \int_0^{2\pi} e^{-it} dt = 0 \, . $$
Summary: You can define a Lebesgue integral $\int_C f(z) d\lambda$ if $C$ is the image of an (injective) curve $\gamma$, what you get is the arc-length integral, and it does not change if $\gamma$ is reversed.
However, it is different from $\int_\gamma f(z) \, dz$ and does not help to distinguish one orientation as more "natural" than the other.