I'm letting a_n = .99...9, with n 9s. So a_1 = .9, a_2=.99, etc.
Consider the closed interval [a_n, 1]. I want to show that .999...=1, and so I'm going to show that as n goes to infinity, there is exactly one number in this set. Since 1 is obviously in it, and .999...= a_n as n goes to infinity, this will imply the equality.
Note that for n < m, a_n < a_m. So, a_m is in [a_n, 1]. It's clear then that [a_n, 1] as n goes to infinity is the same thing as the intersection over all n of these closed intervals. That is, I'm going to only look at numbers that are in every such closed interval.
Set A to be equal to the set of all numbers in every such interval. Since 1 is in every interval by definition, A is not empty. If A has more than one point, then the diameter of A is larger than 0. But a_n --> 1 as n--> infinity, and diameter of A is smaller than the diameter of [a_n, 1].
So, we end up with the inequality 0 < diam(A) < diam( [a_n,1] ). The left and right sides go to 0, implying that diam(A) does as well. This contradicts the assumption that two points are in A.
But note that for any n, .999... > a_n, and so .999... must be in A as well (since it's in every interval). Thus, .999...=1.