There are no other clopen sets in $\mathbb{R}$ except for $\mathbb{R}$ and $\emptyset$ Proof attempt:
Let there be another clopen set $S$ in  which is a proper subset of $\mathbb{R}$. Hence, $ S^c \neq \emptyset $.
We can assert the following statements: 


*

*No point of $S$ lies in $S^c$.

*No point of $\overline{S}$ lies in $S^c$ [Since the set $S$ is closed, no point of the derived set of $S$ is a member of $S^c$].

*No point of $S^c$ lies in $S$.

*No point of $\overline{S^c}$ lies in $S$. [$S$ is both open and closed. Hence its complement, i.e. $S^c$ is closed and open. (complement of a closed set is an open set and vice versa).]
Therefore, $S \cap \overline{S^c} =\emptyset$ and $\overline{S} \cap S^c= \emptyset $. Therefore, $S$ and $S^c$ are separated sets. Again, $S\cup S^c =\mathbb{R}$. Therefore, $\mathbb{R}$ is disconnected, a contradiction. 
[ $\mathbb{R}$ is connected, since for any $x, y \in \mathbb{R}$ $\implies$ $z \in \mathbb{R}$, where $z$ is any point such that $x<z<y$.]
Is it correct?
EDIT: 
I don't know how to react (every answer being downvoted by someone with a better understanding of the subject than mine). I now try to write up a proof ( although very much unoriginal and basically a copy-paste from Rudin). 
We can all agree on the fact (regarding $\mathbb{R}$) that for any two numbers $x, y \in \mathbb{R}$ with $x<y$, every number between $x$ and $y$ belongs to $\mathbb{R}$ (can we?).
Suppose, $\mathbb{R}$ can be written as the union of two non-empty separated sets $A$ and $B$ (i.e. by the very definition of separated sets, $A \cap \overline{B}= \emptyset$ and $ \overline{A} \cap B= \emptyset )$
We pick $x \in A$ and $y \in B$ with $x<y$. Define $z= \sup(A \cap [x,y])$.
$z$ is going to be a limit point of $A$,  $z \in \overline{A}$, therefore $z \notin B$.  $\ $ $x\leq z<y$. If $z\notin A$, clearly $z\notin \mathbb{R}$. Again, if $z\in A$, we can find some $t$ between $z$ and $y$ such that $t\notin B$ [since $z$ is not a limit point of $B$]. Consequently, $t \notin \mathbb{R}$. 
Being not a union of two separated subsets, $\mathbb{R}$ is connected. 
 A: How about this sleight-of-hand? Assume for a contradiction that $S\subsetneq \mathbb R$ is nonempty and clopen, and consider the function
$$ f(x) = \begin{cases} 1 & \text{when }x\in S \\ 3 & \text{when }x\notin S. \end{cases} $$
It is easy to see that (since $S$ and $S^\complement$ are open) $f$ is continuous. And because $S$ is nontrivial, there exist $x_1, x_3\in\mathbb R$ such that $f(x_1)=1$ and $f(x_3)=3$.
Now apply the intermediate value theorem (which is usually proved well before we start worrying about clopen sets) to find an $x_2$ such that $f(x_2)=2$. This flatly contradicts the definition of $f$ above.
A: This can be done simpler.  Suppose there is a nonempty, clopen subset $S$ of $\mathbb{R}$.
Suppose there exists an $x$ in $\mathbb{R}$ that is not in $S$.  
Case 1: $(]x, +\infty[ \; \cap \; S)$ is nonempty.  (If Case 1 is not the case, then the only other possibility is that  $]-\infty, x[ \; \cap \; S$ is nonempty, and this is handled analogously to Case 1, so I won't do it.)
Let
$$
x_{S} = \inf \left(\; ]x, +\infty[ \; \cap \; S \;\right) \in \mathbb{R}.
$$
Now, since $S$ is clopen, it contains $x_{S}$, but then $x_{S}$ cannot be interior to $S$, so $S$ cannot be open.
Therefore, there is no such $x$, and $S = \mathbb{R}$.
