If you're having a bit of a slow day (or share at least a fraction of my interest in such things), Lawyers, Guns and Money have a brief piece up on the Monty Hall problem, a probability problem that seems to confuse an awful lot of very smart people.
I can confirm Campos' claim that the four explanations are in the right order both in terms of abstraction and difficulty. Over the years I've tried various ways to explain the problem, but all of them are variations on 2 (I grant that 3 might work better, but it requires pen and paper to write down the list, and that seems to immediately make people regress to childhood homework traumas). Certainly I'd never attempt to use the most abstract explanation 1 with anyone but another mathematician, and even then I wouldn't expect a particularly high success rate amongst geometers and numerical analysts.
I also confess to sharing in Campos' frustration regarding the near impossibility of persuading certain people to abandon their intuitive position, irrespective of how many different explanations are employed to prove it incoherent. Already the comment thread over there is overflowing with misunderstandings that it's taking all my self-restraint to not correct.