Definition of Continuity: A function $f:A \rightarrow \mathbb{R}$ is continuous at a point $c \in A$ if, for all $\epsilon > 0$, there exists a $\delta > 0$ such that whenever $|x - c| < \delta$ (and $x \in A$) it follows that $|f(x) - f(c)| < \epsilon$.
Theorem to be Proved: Given $f:A \rightarrow \mathbb{R}$ and $g:B \rightarrow \mathbb{R}$, assume that the range $f(A) = \{f(x):x \in A\}$ is contained in the domain $B$ so that the composition $g \circ f(x) = g(f(x))$ is defined on $A$. If $f$ is continuous at $c \in A$, and if $g$ is continuous at $f(c) \in B$, then $g \circ f$ is continuous at $c$.
My Proof Attempt: Let $\epsilon > 0$.
Then there exists a $\delta_1 > 0$ such that $|x-c|<\delta_1$ implies $|f(x) - f(c)| < \epsilon$ (for $x \in A$).
There also exists a $\delta_2 > 0$ such that $|b-f(c)|<\delta_2$ implies $|g(b) - g(f(c))| < \epsilon$ (for $b \in B$).
Let $\delta = min\{\epsilon, \delta_1, \delta_2\}$. Then, for all $b \in B$ contained in the $\epsilon$-neighborhood of $f(c)$ which are in the range $f(A)$, we have $$|b-f(c)| = |f(x)-f(c)| < \delta \leq \delta_2$$ $$\Rightarrow |g(f(x))-g(f(c))| < \epsilon. $$ So, given an arbitrary $\epsilon > 0$, we found a $\delta > 0$ such that $|x-c| < \delta$ implies $|g(f(x)) - g(f(c))| < \epsilon$. Thus, the composition $g \circ f$ is continuous at $c$.