"Your analogy doesn't hold, because each spin of the roulette wheel is a separate trial, while choosing a door and then having the option to choose another are causally linked."
No, they are not causally linked. It does not matter what door you choose, you don't influence the outcome in any way at all. Ultimately, you have to choose between two doors. In fact, you don't "choose" a door at first at all. Because there is always at least one goat behind a door you didn't choose, you cannot influence the next action, which is for Monty to open a door with a goat. At that point it's a choice between two doors.
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I'd like to meet some LW people. Couple suggestions in/around Harvard Sq: http://www.cambridgecommonrestaurant.com/ http://www.grendelsden.com/ http://www.johnharvards.com