gwern comments on Open Thread February 25 - March 3 - Less Wrong
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Another datapoint is the counterintuitiveness of searching a desk: with each drawer you open looking for something, the probability of finding it in the next drawer increases, but your probability of ever finding it decreases. The difference seems to whipsaw people; see http://www.gwern.net/docs/statistics/1994-falk
A bit late, but I think this part of your article was most relevant to the Monty Hall problem:
People probably don't distinguish between their personal probability of the target event and the probabilities of the doors. It feels like the probability of there being a car behind the doors is a parameter that belongs to those doors or to the car - however you want to phrase it. Since you're only given information about what's behind the doors, and that information can't actually change the reality of what's behind the doors then it feels like the probability can't change just because of that.