Here are my two favorite Monty Hall sites
(they allow simulations and keep track on the strategies'
success):
http://www.stat.sc.edu/~west/javahtml/LetsMakeaDeal.html

http://www.hofstra.edu/~matsrc/MontyHall/MontyHallSim.html

Another few Monty Hall sites:

http://math.rice.edu/~ddonovan/montyurl.html

<http://www.stat.uiuc.edu/~stat100/java/Monty.html>

I gave in class the explanation developed in the book using conditional probabilities based on a very precise model of how Monty Hall chooses the door to open in case he has a choice. Some of the websites have other explanations that you might enjoy considering.