Daniel Velleman has written Calculus: A Rigorous First Course.
It seems to me that it's questionable whether such a course should be used for all but a small number of students, not just because most will never appreciate logical rigor, but because there's so much stuff they may appreciate that you won't be telling them about because you'll be explaining logical rigor instead. However, skip this paragraph and resume reading below.
Velleman introduces an unconventional notation: $f(x)\to 6$ as $x\to2^\ne.$ The superscript $\text{“}\ne\text{''}$ serves as a reminder that although $f(x)$ is not forbidden to be equal to $6$ as it is approaching $6,$ nonetheless $x$ is forbidden to be equal to $2$ as it is approaching $2.$
Besides understanding concepts in a logically rigorous way (as in $\varepsilon$-$\delta$ arguments and some other occasions), it seems to me the principal place where this is useful is in understanding why a proof of the chain rule is problematic in a way in which proofs of other differentiation rules are not. \begin{align} \frac{dy}{dx} = {} & \lim_{\Delta x \to 0} \frac{\Delta y}{\Delta x} = \cdots\overbrace{\cdots\cdots\cdots\cdots\cdots}^{\large\text{What goes here?}}\cdots = \frac{dy}{du} \cdot \frac{du}{dx}. \\[12pt] & \lim_{\Delta x\to0} \frac{\Delta y}{\Delta x} = \lim_{\Delta x\to0} \frac{\Delta y}{\Delta u}\cdot\frac{\Delta u}{\Delta x} = \text{?} \end{align} We have $\Delta x\to0^\ne.$ And so $\Delta u\to0.$ (And if you want to be logically rigorous, here we have relied on a theorem that says differentiable functions are continuous.)
But we have only $\Delta u\to0,$ not $\Delta u\to0^\ne,$ and that is the difficulty to be overcome.
So my question is whether, besides the proof of the chain rule, there is any other place in the conventional less-than-rigorous calculus course where Velleman's novel notation is so useful for efficiently stating the point? (Addendum in response to a posted answer: I'd have thought the following was obvious, but I guess it wasn't: I was not proposing that this helps in actually proving the chain rule.)