I have what seems to me a very simple proof that $A_{n}$ is the only subgroup of $S_{n}$ of index 2. Since I've seen other people prove it with what feel like really complicated methods (Like here.), I'm wondering if I've overlooked something.
Proof: Let $H$ be any subgroup of index 2 in $S_{n}$. Then $H\cap A_{n}$ is a normal subgroup of $A_{n}$ and since $A_{n}$ is simple, $H$ is either the trivial or the improper subgroup of $A_{n}$. If it's the trivial subgroup it doesn't have index 2 in $S_{n}$, and otherwise the theorem is proved.
Your proof looks simple because you assumed not so simple result that $A_n $ is simple for $n\geq 5$...
Actually something more is true...
Suppose that $H\leq S_n$ of index $m $ with $m< n$ then we have homomorphism $\eta: S_n \rightarrow S_m$.
As $Ker(\eta)$ is a normal subgroup of $S_n$ we should have $Ker(\eta)=1$ or $Ker(\eta)=A_n$.
Suppose $Ker(\eta)=(1)$ then we should have $S_n$ embedded in $S_m$, which is not possible as $m<n$.
So,$Ker(\eta)=A_n$ and we know that $Ker(\eta)\subset H$ i.e., $A_n\leq H< S_n$.
As $A_n$ is maximal subgroup of $S_n$ we have $H=A_n$.
So.. Do you see what i am concluding??