You've probably seen the proof based on analytic functions, but here is another, based on separable fields and galois theory.
The intermediate value theorem provides a positive square root for every positive real number, and a root to any odd degree polynomial in the reals, as x moves from -∞ to +∞. Therefore every irreducible polynomial in the reals has even degree.
The existance of real square roots implies a complex square root for z = a+bi. Let r be the radial distance from z to the origin, i.e. sqrt(a2+b2). Define y as follows and verify that y2 = 2z.
y = sqrt(r+a) + sqrt(r-a)i
Remember that r ≥ a, so y is well defined. Divide y by the square root of 2 and find a square root for z. Thus there is no extension of C with dimension 2.
To show C is closed it is sufficient to show there are no finite dimensional extensions of C.
If E is such an extension it is also a finite separable extension over R. Separable, because the characteristic of R is 0. Take the normal closure to get a galois extension F.
Since C/R has dimension 2, the galois group G, for F over R, has even order. The first sylow theorem provides a subgroup H whose order is a power of 2, while the index of H is odd.
Let L be the extension of R that is fixed by H. This takes place inside a galois extension, so the dimension of L/R is the index of H in G, which is odd. Since L/R is finite and separable, apply the primitive element theorem and write L = R(u). The irreducible polynomial associated with u has odd degree, yet an odd degree polynomial has a root in R. The polynomial has degree 1, and L = R. Thus G = H, and |G| is a power of 2.
If G = Z2 then F = C. For larger G, F properly contains C, and F/C is galois. Let G be the galois group of F/C. Let H be a subgroup of G with index 2. The field fixed by H is a quadratic extension of C, which is impossible. Therefore C is closed.
As a corollary, the only irreducible polynomials over the reals are quadratic. Since C is separable, the two roots are distinct. You know them better as conjugates in the complex plane.