About 4 years ago, I discussed the Monty Hall dilemma.
As you'll note above, Scam School turns its attention to the same dilemma this week.
Since my original post, many online simulations have turned up that you can try:
Cut-The-Knot Version 1 (Java applet) - In this version, you play the game yourself in the standard way.
Cut-The-Knot Version 2 (Java applet) - This is the simulation version I originally posted in the Monty Hall dilemma post above. This versions asks you to choose a door, then opens up all 3 doors, and records what would've happened with and without switching. Once you've got the basics of the problem down, this version helps you get better insight into why the odds work.
Let's Make a Deal (Java applet) - This is a straightforward version that keeps track of the history of your choices and their outcomes.
The Monty Hall Page - This one is interesting because it also offers an alternative version of the game, in which the host doesn't know what is behind the doors.
Monty Hall's Paradox (Java applet) - Here, you set up the number of games, whether you're always going to switch or never switch, as well as whether the host knows what is behind each door, and then the applet runs the problem for you over and over. This is perfect for seeing the long term effects of your choices. Even running with the same set-up proves interesting, as you can see the fluctuations.
If you tried any of these out for yourself, I'd love to hear any interesting experiences and results you had. Let me hear about them in the comments!