Note - the reason for switching being the best method is essentially this: you have a probability of 2/3 of being wrong on your first guess. Whenever you are wrong, switching will make you win. So, if you always switch, you will win 2/3 of the time. Much more information with various methods of explanation is available on Wikipedia.

Some interesting statistics:

Total amount of people who have participated: 9162
Percent who got the carPercent who got a donkey
Those who switched66%33%
Those who stuck33%66%
Percent of users who did this
Switching57%
Sticking42%

Some less interesting statistics:

DoorPercent who picked on first choicePercent who picked on finalCar was here
134%32%33%
241%33%33%
323%33%32%

How the experiment is set up

The car is assigned to a random door as you load the first page. Everything is randomised as much as possible. If two doors could be revealed a coin is tossed to decide which one to reveal, the buttons to stick and switch are placed in a random order so users do not choose them because of their placement.

Contact me

You can email me if you spot a bug or anything else. You can also visit my blog.
Update: it is now on Digg.