Related to this question I asked (I didn't want to keep changing it out of respect for the great answers). Below is a shored up attempt taking into account the comments.
Theorem: If $f(x)$ is a real-valued function that is continuous on $[a,b]$ then it is uniformly continuous on $[a,b]$
Direct proof of Theorem
Since $f(x)$ is continuous on $[a,b]$ then for any $\epsilon > 0$ and $y,x \in [a,b],\; \exists \delta_x(\epsilon)>0 $ such that $|y-x|<\delta_x(\epsilon) \implies |f(y)-f(x)|< \epsilon$.
Define the following function of $x,\epsilon$: $$\delta^*_x(\epsilon) := \sup\{d:y \in [a,b] \text{ and } |x-y|<d \implies |f(x)-f(y)|<\epsilon\}$$
Let $\delta(\epsilon) := \inf_{x \in [a,b]} \delta^*_x(\epsilon)$. Then for each $\epsilon > 0$ and $x,y \in [a,b]$, we have $|x-y|<\delta(\epsilon) \leq \delta_x^*(\epsilon) \implies |f(x)-f(y)|< \epsilon\;\square$
This verion attempts to address the issues with my earlier attempt, where I relied (incorrectly) on continuity of $\delta_x(\epsilon)$ and ignored the fact that without taking the largest $\delta_x(\epsilon)$ for each $x$ then I'd get $\delta(\epsilon)=0$. This version (I think) guarantees that $\delta_x^*(\epsilon)>0$ for all $x\in [a,b],\epsilon>0$
EDIT: The above doesn't work because we have now shown why $\inf \sup \delta_x(\epsilon)>0$. I think I'd need to show that if there is a Cauchy sequence of suprema of $\delta_x(\epsilon)$ in $[a,b]$ that converges to zero then either $f(x)$ is not continuous or $[a,b]$ is not compact. Both are false -- but then this is just a proof by contradiction again.
Thanks everyone for the great comments.