This book is a much more pleasant and approachable introduction to Measure theory than the usual grad school texts (Rudin, Royden, etc.) The description is clear and detailed, and there are plenty of illustrations to augment the proofs. My two complaints are:
(i) It often references earlier volumes in Stein's series with little or no explanation of what the reference is - since many readers don't own volumes I-III, it would be useful to at least have the referenced result stated in some summary form
(ii) The book looks at integrable (L^1) and square-integrable (L^2) functions, but completely omits discussion of general L^p-spaces, which arguably underlie much of the Harmonic/Functional Analysis and PDE work of the last fifty years or more.
Some weird, small gaps (mostly in the Fourier transform chapter) as a result of this being part of a series, but overall a good text that, for me, has been more beneficial than Rudin's or Royden's text on the same material. Sad that Lp-spaces are missing, but the chapter on Hausdorff measure and fractals more than made up for it.