When I first encountered this problem, I did't seem right to me that switching would help. Many posters before me gave other excellent ways of looking at the problem that might convince one that switching is good. I will propose another way of looking at the problem here that doesn't rely much on the probability of it all, but on intuition.
Consider these two games:
Game 1: You get to pick one of the curtains, the host doesn't reveal anything to you, and you are given the option to switch.
Game 2: This is the original game. You pick one curtain, the host reveals an empty curtain, and you are given the option to switch.
What happens if you don't switch in either of the two games? Your intuition should tell you here that your chances of winning will be the same in both games.
Now what happens if you do switch? Which game will you win more in if you play the game a considerable amount of times? (Note that in Game 1, your chances of winning will not change whether you switch or not).
Before I leave, I would like to propose a variation of the original game. Suppose a contestant picks one of the three curtains and leaves. The host lifts one of the 'bad' curtains leaving two curtains (one of them being the one the contestant picked). In comes another contestant (who doesn't know what has happened) and is asked to picked a curtain. The probability that this contestant will choose the winning curtain is 1/2 right? Now what if the contestant chose the the same curtain as previous one. Would his/her chances of winning increase by switching? What if before choosing one of the two curtains, the current contestant was told the whole story of what happened. Will this information allow the current contestant to choose a curtain that will increase his chances of winning?
e(ho0n3