I reviewed Jason Rosenhouse's book on The Monty Hall Problem on my blog. While the book is primarily about math, a fair bit of the book is about how the response of people to the Monty Hall problem reflects what heuristics we use to reason about probability. If there's interest I can post an expanded version of that review here.
I'm currently reading Ariely so I can do a review of that also if people in addition to Phil are interested.
I'd like to see book reviews of books of interest to LW. Some suggestions:
ADDED: I don't mean I'd like to see reviews in this thread. I'd like each review to have its own thread. In discussion or on the "new" page is up to you.