Python with Pylab+Numpy 151 Bytes
Python with Pylab+Numpy, 151 bytes
I couldn't bear to see a non-DQ'ed Python entry, but I think I really outdid myself on this one, and I made it down to 153 characters!
import numpy as n
from pylab import*
i=99
x,y=n.mgrid[-2:2:999j,-2:2:999j]
c=r=x*1j+y
x-=x
while i:x[(abs(r)>2)&(x==0)]=i;r=r*r+c;i-=1
show(imshow(x))
Also, notably, the second to last line raises 4 distinct runtime warnings, a new personal record!