reinout-g: Since I do not have time for a new puzzle, I'll post something which people can comment on.
Steve flips a coin,
If tail appears in the first flip, you receive $2, if tail appears in the second flip, you receive $4, if tail appears in the third flip, you receive $8, if tail appears in the fourth flip, you receive $16, etc. The money will keep on doubling until you hit a tail.
How much would you be willing to pay to play this game?