As for the light bulb one, turn on a switch, wait a minute, turn it off and turn on another one. Then open the door. One bulb will be hot, that is the one that was on then off. The one that is on is the second switch. For the other 2, you have a 50/50 chance at guessing. Or you could try the on/off trick twice – one bulb will be very hot, the next a little bit warm, a third on and a fourth off.
For the monty hall problem, I find that people don’t believe the solution very quickly. If you expand the odds by changing the problem to 100 curtains, choose 1 and then 98 are opened, I think everyone quickly sees that odds are better if you switch to the last one.