Pop in to the visual illusions page for some image based disbelief. Also a quick comment on the term "optical illusion" to say why the term "visual illusion" is better.
Try the Two Envelopes Paradox for a starter.
costs less at your local restaurant. Click for a menu.
I used to organise a paper discussion group on probabilistic modelling - go to PMRG for details about some of the things under discussion. The group has been replaced by PIGS