Can anyone find a hole in my proof or tell me how to make it stronger or simpler? The "lemma above" referenced in the fourth paragraph is a small but solid proof showing that $r$ is strictly less than $b$ in the division algorithm if it's written $a=bq+r$.
$\mathbf {Theorem}$ If $m$ and $n$ are positive integers that are relatively prime, then there are integers $a$ and $b$ such that $am+bn=1$.
$\mathbf {Proof}$ Let $D = \{d \in \Bbb Z : am+bn>0\}$. Then there is a least element $l$ in D. Since $m$ and $n$ are relatively prime, we need only show that $l$ divides $m$ and $n$.
Suppose $l$ does not divide $m$. Then there are integers $q$ and $r$ such that $m=ql+r$. Rewritten, we have that $r=ql-m=q(am+bn)-m=qam-m+qbn=m(qa-1)+n(qb)$.
Thus, $r \in D$. By the lemma above, $r<l$, contradicting that $l$ is the least element of $D$. We conclude then that $l$ divides $m$. Switching $m$ for $n$ gives the same result for $n$.
Since $m$ and $n$ are relatively prime, $l=1$ and it follows that there are integers $a$ and $b$ such that $am+bn=1$.