I love that puzzle. We used to use a variation of it in our interviews at Microsoft, which is where I first came across it. When I first heard it I had the damnedest time understanding the Guru concept (in this wording) - which is funny because now I can't understand how the rest of it made sense without first understanding the necessity of the Guru's role.

I also like the Monty Hall problem. It's not nearly as logically complicated but it's a fun one to try to articulate to people.