The following is from "An Introduction to Lebesgue Integration and Fourier Series" by Howard J. Wilcox and David L. Myers:
7.2 Theorem: Every non-empty open set $G \subset \mathbb{R}$ can be expressed uniquely as a finite or countably infinite union of pairwise disjoint open intervals.
Proof: Suppose first that $G$ is bounded. Since $G$ is open, for each $x \in G$ there is an open subinterval of $G$ containing $x$. Let $b_{x} = \mathrm{lub} \{y \mid (x,y) \subset G\}$, and $a_{x} = \mathrm{glb} \{z \mid (z,x) \subset G\}$. Let $I_{x} = (a_{x}, b_{x})$, called the component of $x$ in $G$. Clearly $x \in I_{x}$.
Now $I_{x} \subset G$, for if $w \in I_{x}$, say $x < w < b_{x}$, then by definition of $b_{x}$, there is a number $y$ such that $w < y$ and $(x,y) \subset G$. Hence $w \in G$. The case where $a_{x} < w < x$ is handled similarly. (What about $w = x$?)
Also $a_{x} \notin G$ and $b_{x} \notin G$ (see exercise 9.10).
I am attempting Exercise 9.10: Prove that $a_{x} \notin G$, in the proof of Theorem 7.2.
This is my attempt:
Suppose for contradiction that $a_{x} \in G$. Since $G$ is open, then there exists an open subinterval $(\alpha, \beta) \subset G$ containing $a_{x}$. Since $(a_{x}, x) \subset I_{x}$, and $I_{x} \subset G$, then $(a_{x}, x) \subset G$. Then since $(\alpha, a_{x}) \subset G$, and $a_{x} \in G$ by assumption, then $(\alpha, x) \subset G$. Then $\alpha \in \{z \mid (z,x) \subset G\}$. Then since $\alpha < a_{x}$, and $a_{x}$ is a lower bound of $\{z \mid (z,x) \subset G\}$, this is a contradiction.
Is this correct? Is there a simpler or more elegant proof?
FWIW your proof seems fine to me. It's straightforward and it efficiently uses what is necessary for the proof without anything extraneous. Personally I can't think of a significantly better approach.