I have to say, I've really liked some of the posts on this blog. The comparison of monte carlo and markov models of Chutes and Ladders[1] is very intuitive. I think it's a great way of understanding forward vs backward statistical reasoning without falling into the usual borderline religious divides.
that's an interesting article that shows the difference between markov and monte-carlo approaches, but it seems to be incomplete. in particular, although it claims it will calculate an exact solution (just after the "Markov Chains" subtitle) it never does; the example uses repeated calculations and stops at some point to give an approximate answer. am i misunderstanding something?
[1]: http://www.datagenetics.com/blog/november12011/index.html