Grognor comments on Teaching a short class on Bayes' Theorem? - Less Wrong
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XiXiDu has an excellent collection of almost all the good stuff on the internet about Bayes' Theorem here. I actually found some of these really helpful when I was going through them, especially the visual guides.
So, my contribution to this thread is to say you should use those visual guides.
There is more here. I have to update both pages.