I'm currently brushing up my topology using Willard's General Topology. Currently I'm working through the chapters 11 and 12 on nets and filters. Chapter 12 deals extensively with ultrafilters and proves (Theorem 12.12) that every filter is contained in an ultrafilter using Zorn's lemma.
Theorem 12.17 and the exercises connect nets and filters. In this way, I see a proof that:
Every net has a subnet which is an ultranet.
For reference:
A subnet $x_\mu$ of $x_\lambda$ is an increasing cofinal mapping $\phi: M\to\Lambda$ composed with $x: \Lambda\to X$.
An ultranet is a net $x: \Lambda \to X$ such that: $$\forall E \subseteq X: \exists \lambda_0: \forall \lambda\ge \lambda_0: x_\lambda \in E \lor \forall \lambda\ge \lambda_0: x_\lambda\notin E$$
However, this very statement also occurs as Exercise 11B.2. This suggests an easier proof. After one and a half week of intermittent attempts, I concede and humbly ask your help.
I would love to see "natural proofs", as opposed to deus ex machina constructions. Thanks in advance. (It should be noted that some choice is necessary, but even in choice proofs, some are more natural than others.)