My professor in class only did such a proof by contradiction. She would assume $r$ is rational, and contradict this in the end by showing that it cannot be, but I think a direct is cleaner. For my HW, I've done this:
Prove: $\sqrt{5 - \sqrt{3}}$ is not rational
Proof:
$\sqrt{5 - \sqrt{3}}$ solves the polynomial $x^4 - 10x^2 + 22 = 0$
by the rational zeroes theorem, all rational solutions to the equation possible are $\{\pm22,\pm11,\pm2,\pm1\}$
plugging these in to the polynomial, we see none of these are solutions.
therefore, since there are no rational solutions to the equation, which $\sqrt{5 - \sqrt{3}}$ solves, then $\sqrt{5 - \sqrt{3}}$ cannot be rational.