Split your class into 2. Give half A the players dice and a piece of paper. Give other half B just a piece of paper. Half B plays with imaginary dice, Half A with real dice. Everyone records 20 games of a piece of paper. You hand in the papers and the demonstrator (or maybe a new one that hasn't been in the class, for extra theatrics) looks at the papers. He will accurately place them into separate piles.
The trick is that fake randomness and real randomness are different enough that they are distinguishable with a high level of accuracy. Real dice will roll the same number in a row far more often than fake dice. The more games you play, the more accurately they can be distinguished.
You can look at the formulas to figure out the odds of rolling the same number 4 times in 100 rolls, but it doesn't drive home the message that your intuition is broken until you see intuition being beaten consistently and reliably by a better tool. It's fun too.