Among the many texts almost the only one I really liked and learnt from is Courant's "Differential and Integral calculus" and the newer edition "Introduction to Calculus and Analysis". It doesn't do the typical modern division of topics and instead treats single-variable calculus, multi-variable calculus and real analysis in its two volumes in a single long sequence, but the writing style is very pleasant and the exposition very intuitive, and it includes a lot of physics applications. Hardy "A course of pure mathematics" is great too, but it is much more, well, pure, but it stays relatively intuitive and the clarity with which he writes is unparalleled, many things I first really understood from this book. Those are old texts though and notation and details of exposition differ here and there from modern standards.

I have the book by Pugh, but that one is pure^2, even as far as analysis texts go, the problems are difficult and there are no solutions, so I think it would work only for people very in love with absolutely pure mathematics and most likely only in an academic setting, while I am interested in applications and self-studying. From modern texts, given your interests, I would look at "Understanding analysis" by Abbott and "Measure, Integral and Probability" by Capinski, both pleasant to read and together providing a not too steep path toward measure-theoretic probability.