Prove that a continuous function on a closed interval attains a maximum

Yes, quite a few such proofs exist. You first prove that a continuous function is bounded, and apply the Bolzano-Weierstrass theorem. Here’s such a proof from my lecture notes in a first course in analysis:

By the earlier result, $\,f$ is bounded. Consider the image of $[a,b]$ under $f$: $$A = f([a,b]) = \left\{f(x) : x \in [a,b]\right\}.$$ $f$ bounded means that $A$ is bounded as a subset of $\mathbb{R}$. We also have that $A\neq \emptyset$. We will prove the existence of $x_2$, and the existence of $x_1$ is proved similarly.

Since $A$ is bounded and non-empty, there is a supremum: $M=\sup A$. Given any positive integer $n$, $M-1/n$ cannot be an upper bound for $A$. Then there exists some $x_n \in [a,b]$ such that % $$M-\frac{1}{n} < f(x_n) \leq M. \tag{$*$}$$ By Bolzano-Weierstrass, $x_n$ has a convergent subsequence $x_{n_{j}} \to x$. Since $a\leq x_{n_{j}}\leq b$, $a\leq x\leq b$. By the continuity of $f$, $\,f(x_{n_{j}}) \to f(x)$. But by $(*)$, $\,f(x_{n_{j}}) \to M$. By the uniqueness of the limit, $\,f(x)=M$. Now set $x_2=x$. $\square$

Here’s a sketch of one possible argument. Let $u=\sup_{x\in[a,b]}f(x)$. (Note that I allow the possibility that $u=\infty$.) There is a sequence $\langle x_n:n\in\Bbb N\rangle$ in $[a,b]$ such that for each $n\in\Bbb N$, $u-f(x_n)<\frac1{2^n}$ if $u\in\Bbb R$ and $f(x_n)>n$ if $u=\infty$. Extract a monotone subsequence $\langle x_{n_k}:k\in\Bbb N\rangle$. Being a monotone, bounded sequence, $\langle x_{n_k}:k\in\Bbb N\rangle$ converges to some $y$. (Note that you have to use the completeness of $\Bbb R$ in some way, and this is the most elementary that occurs to me.) Moreover, $y\in[a,b]$, and $f$ is continuous, so $f(y)=\lim\limits_{k\to\infty}f(x_{n_k})=u$.

This theorem ultimately depends on the completeness of real number system and can't be proven without using any result equivalent to the completeness of real number system. If we assume that every continuous function on a closed interval is bounded then we can provide a very simple proof of the current problem being discussed here.

Under this assumption we have the existence of $M = \sup\{f(x)\mid x \in [a, b]\}$. If $f(x)\neq M$ for all $x \in [a, b]$ then the function $g(x) = 1/(M - f(x))$ is continuous in $[a, b]$ and hence bounded in $[a, b]$. On the other hand by definition of $M$ we can find $x \in [a, b]$ such that $M - f(x)$ can be made arbitrarily small. Thus $g(x)$ can be made arbitrarily large. This contradiction shows that we must have $f(x) = M$ for some $x \in [a, b]$.

The result that every continuous function is bounded on a closed interval is itself another property of continuous functions which can't be proved without using completeness of real number system.

I have presented various proofs of these properties of continuous function here.