Usually calculus textbooks do this using geometric arguments followed by squeezing.
Here's an Euler-esque way of looking at it---not a "proof" as that term is usually understood today, but still worth knowing about.
Let $\theta$ be the length of an arc along the circle of unit radius centered at $(0,0)$, from the point $(1,0)$ in a counterclockwise direction to some point $(\cos\theta,\sin\theta)$ on the circle. Then of course $\sin\theta$ is the height of the latter point above the $x$-axis. Now imagine what happens if $\theta$ is an infinitely small positive number. Then the arc is just an infinitely short vertical line, and the height of the endpoint above the $x$-axis is just the length of the arc. I.e. when $\theta$ is an infinitely small number, then $\sin\theta$ is the same as $\theta$. It follows that when $\theta$ is an infinitely small nonzero number, then $\dfrac{\sin\theta}{\theta}=1$.
That is how Euler viewed the matter. See his book on differential calculus.