The other day, I received an email that actually excited me! It’s a question related to Cantor’s diagonalization, but there’s absolutely nothing cranky about it! It’s something interesting and subtle. So without further ado:
Cantor’s diagonalization says that you can’t put the reals into 1 to 1 correspondence with the integers. The well-ordering theorem seems to suggest that you can pick a least number from every set including the reals, so why can’t you just keep picking least elements to put them into 1 to 1 correspondence with the reals. I understand why Cantor says you can’t. I just don’t see what is wrong with the other arguments (other than it must be wrong somehow). Apologies for not being able to state the argument in formal maths, I’m around 20 years out of practice for formal maths.
As we’ve seen in too many discussions of Cantor’s diagonalization, it’s a proof that shows that it is impossible to create a one-to-one correspondence between the natural numbers and the real numbers.
The Well-ordering says something that seems innoccuous at first, but which, looked at in depth, really does appear to contradict Cantor’s diagonalization.
A set 
The well-ordering theorem says that every non-empty set can be well-ordered. Since the set of real numbers is a set, that means that there exists a well-ordering relation over the real numbers.
The problem with that is that it appears that that tells you a way of producing an enumeration of the reals! It says that the set of all real numbers has a least element: Bingo, there’s the first element of the enumeration! Now you take the set of real numbers excluding that one, and it has a least element under the well-ordering relation: there’s the second element. And so on. Under the well-ordering theorem, then, every set has a least element; and every element has a unique successor! Isn’t that defining an enumeration of the reals?
The solution to this isn’t particularly satisfying on an intuitive level.
The well-ordering theorem is, mathematically, equivalent to the axiom of choice. And like the axiom of choice, it produces some very ugly results. It can be used to create “existence” proofs of things that, in a practical sense, don’t exist in a usable form. It proves that something exists, but it doesn’t prove that you can ever produce it or even identify it if it’s handed to you.
So there is an enumeration of the real numbers under the well ordering theorem. Only the less-than relation used to define the well-ordering is not the standard real-number less than operation. (It obviously can’t be, because under well-ordering, every set has a least element, and standard real-number less-than doesn’t have a least element.) In fact, for any ordering relation 
Under the well-ordering theorem, the real numbers have a well-ordering relation, only you can’t ever know what it is. You can’t define any element of it; even if someone handed it to you, you couldn’t tell that you had it.
It’s very much like the Banach-Tarski paradox: we can say that there’s a way of doing it, only we can’t actually do it in practice. In the B-T paradox, we can say that there is a way of cutting a sphere into these strange pieces – but we can’t describe anything about the cut, other than saying that it exists. The well-ordering of the reals is the same kind of construct.
How does this get around Cantor? It weasels its way out of Cantor by the fact that while the well-ordering exists, it doesn’t exist in a form that can be used to produce an enumeration. You can’t get any kind of handle on the well-ordering relation. You can’t produce an enumeration from something that you can’t create or identify – just like you can’t ever produce any of the pieces of the Banach-Tarski cut of a sphere. It exists, but you can’t use it to actually produce an enumeration. So the set of real numbers remains non-enumerable even though it’s well-ordered.
If that feels like a cheat, well… That’s why a lot of people don’t like the axiom of choice. It produces cheatish existence proofs. Connecting back to something I’ve been trying to write about, that’s a big part of the reason why intuitionistic type theory exists: it’s a way of constructing math without stuff like this. In an intuitionistic type theory (like the Martin-Lof theory that I’ve been writing about), it doesn’t exist if you can’t construct it.