Once upon a time (perhaps in the recesses of this thread), I thought I had my brain around this.
Now I may be remembering wrong, but I thought the conclusion I came to was, switch, whatever, given the problem as set out.
A. If Monty knows where the car is and is deliberately avoiding it, then you improve your chances.
B. If Monty is as ignorant as you are, then the chances stay at 50:50.
If you have no idea which scenario Monty is running it makes sense to switch. Because B is the worst case scenario (unless the game is truly bent), and in that one, while you don't gain by switching, you don't lose either.
By sticking, you are rejecting the possibility of improving your chances if A is in fact the scenario, and getting no possible benefit out of it.
By switching, you allow yourself to take advantage of the possibility of scenario A being the situation, without exposing yourself to a decrease in your chances.
Thus, if the rules are not specified, and A is within the bounds of possibility, then by definition switching is the sensible thing to do.
Now I'm waiting for everyone to point out the three-year-old post where someone proved me wrong about this.
Rolfe.
PS. Billydkid, I approached it thinking about 100 doors and one car. A million does rather seem like overkill.