Complex Analysis Book with Good Exercises?
I certainly enjoyed my $185$ course at Berkeley, with Hung-Hsi Wu (who is excellent). We used Lang's Complex Analysis. Graduate Texts in Mathematics series (it was an upper division undergraduate course). It's been a long time, but it must have had some good exercises and exposition in it, or I wouldn't remember it so fondly.
Another well-known text is the one by Ahlfors. Marsden and I think somebody else, though I cant remember who, have one. I think Churchhill and Brown had a book entitled Functions of a Single Complex Variable or something like that. I think Gamelin and possibly Greene, a couple of UCLA professors, have one. I haven't really looked at it though. But I know they are both good.
If one wants to understand complex analysis in maybe a more leisurely and historically motivated way, the two books by Remmert (Theory of Complex Functions and Classical Topics in Complex Function theory) are just incomparable in exposition, motivation, how people got to think of this or that and why.
I would also give a shout to Titchmarsh classic Theory of Functions which is maybe less modern that the Ahlfors, Conway, Rudin and whatever is used today but it explains the bread and butter of the subject considerably better than modern textbook style volumes.
My first introduction was with Henri Cartan's Elementary Theory of Analytic Functions of One or Several Complex Variables. The writing was very clear and concise, and I felt it had the right amount of motivation/explanation. Problems were at times difficult, but I enjoyed them. Note however that this book is by no means easy; it assumes an acquaintance with topology (open, closed, compact, connected etc). Also, it introduces complex integration using the language of differential forms.
Another book which I like is Stein and Shakarchi's Complex Analysis. Their writing is very clear, and the book has a collection of good problems.