I feel blind:
Let $(f_n)$ be a sequence of measurable, a.e. finite $\mathbb R$-valued functions on $(X,\mu)$ where $\mu$ is $\sigma$-finite. Prove that there exists $c_n > 0$ such that $\sum c_nf_n(x)$ converges for almost every $x\in X$.
What can I try? I was looking at the values $\sup\{f_n(x) | \forall n\,.\,f_n(x) \neq \infty\}$, but I don't see how I can guarantee this is finite.