Charles is completely right that this follows from Frobenius' theorem. Since you don't like Galois theory, here is a proof which does not explicitly mention Galois theory. (But it is hiding just out of sight.)
We may assume that f is irreducible as, if g divides f, then the set of primes for which f has a root contains the set for which g does.
Let K be the field mathbbQ[x]/f(x). Let R be the ring of integers of K, and let S=mathbbZ[x]/f(x). Note that S is a finite index sublattice of R and, if p is a prime which does not divide |R/S|, then R/pcongS/p. Also, for any prime p which does not divide the discriminant of f, the polynomial f factors into distinct factors in mathbbFp[x].
Thus, if p is large enough to not divide either |R/S| or the discriminant of f, then R/pcongS/pcongmathbbFp[x]/f(x)congbigoplusmathbbFp[x]/(fi(x)) where fi are the irreducible factors of f mod p. So, for such a prime p, prime ideals of R which contain (p) are in bijection with irreducible factors of f mod p, and the norm of such a prime is pdegfi.
So, if f has a root modulo p, then
frac1pleqsumpisupseteq(p),pimboxprimefrac1N(pi)leqfracdegfp
and, if f does not have a root modulo p, then
sumpisupseteq(p),pimboxprimefrac1N(pi)leqfrac(degf)/2p2
We want to show that
sump:existspimboxaprimeofRmboxwithN(pi)=pfrac1p
diverges. By the above inequalities, it is equivalent to show that
sumpisubsetR,pimboxprimefrac1N(pi)
diverges. (Note that the finitely many primes which divide |R/S| or the discriminant of f cannot change whether or not the sum converges.)
Now, we have unique factorization into prime ideals for R, so
sumIsubseteqRfrac1N(I)s=prodpisubsetR,pimboxprimeleft(1−frac1N(pi)sright)−1.
The left hand side is the zeta function of K. By the class number formula (see most books on algebraic number theory), zetaK(s)=C/(s−1)+O(1) for some positive constant C, as sto1+. So
logzetaK(s)=logfrac1s−1+O(1)=sumlogleft(frac11−N(pi)−sright)=sumfrac1N(pi)s+O(1/N(pi)2s).
We deduce that
sumfrac1N(pi)s=logfrac1s−1+O(1)
so
sumfrac1N(pi)
diverges.
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