Monty hall python simulation
Two things stick out to me:

First, Python has an official style-guide, PEP8. It recommends consistently using 4 spaces as indentation (you use a mix of two and four). It also recommends using lower_case_with_underscores for names.

Second, the sets module has been deprecated. You can just use the built-in set, instead of sets.Set.

import random


def monty_sim(n):
    k = 0
    for i in range(n):
        s = set([1, 2, 3])
        doors_to_switch = set([1, 2, 3])
        car_door = random.randint(1, 3)
        chosen_door = random.randint(1, 3)
        doors_to_switch.remove(chosen_door)
        if chosen_door != car_door:
            s.remove(chosen_door)
        s.remove(car_door)

        monty_door = random.sample(s, 1)[0]
        doors_to_switch.remove(monty_door)
        newdoor = random.sample(doors_to_switch, 1)[0]
        if newdoor == car_door:
            k += 1
      return float(k) / float(n)

if __name__ == "__main__":
    print monty_sim(10000)


This even comes with a nice speed-boost for free!

In [2]: %timeit montysim(10000)
10 loops, best of 3: 109 ms per loop

In [4]: %timeit monty_sim(10000)
10 loops, best of 3: 54 ms per loop