One of the things that interests me about this paradox is that when you're left with just two doors, the odds of either of them being the one with the car is 50%, so what does it matter if the one you happened to pick was picked before the host opened some other doors? How could that possibly affect the probability? It seems like choosing to switch would be admitting that the host's action has some kind of reverse-causality.
The other thing I find interesting about this puzzle is wondering whether the people who find the arguments in favor of switching convincing are actually reasoning better than I am. If so, how are they doing this? What is it that makes those (allegedly superior) arguments convincing to them?
The thing that kind of convinced me that the pro-switch arguments must be correct is that people have run simulations of this problem on computers and the switching strategy turns out to win in line with the pro-switch argument probabilities. But the tricky thing about probabilities and randomness is that such successes could be "just a matter of luck", as it were. Maybe they were wrong, but just got lucky. It's improbable, but still possible.
Only mathematical proof independent of experimentation should be rock-solid correct. But mathematical proof seems to be a matter of being convincing enough to mathematicians, and no so independent after all, and that seems disappointing somehow. There's a feeling that mathematical proof should be above mere argumentative skill and the audience's susceptibility to being convinced.