There are all kinds of ways to use the Monty Hall Problem in a class on probability. Riley Lark describes a pretty good lesson he used involving the Monty Hall Problem.
I love the Marilyn Vos Savant story, and would work it into any lesson involving this problem. Imagine her asking classes across the country to simulate this problem and send in their data. Then notice that she did this in the early 1990’s – before most schools had access to high-tech things like email.