Monte Carlo localization (MCL) is a Bayesian algorithm for mobile robot localization based on particle filters, which has enjoyed great practical success. This paper points out a limitation of MCL which is counter-intuitive, namely that better sensors can yield worse results. An analysis of this problem leads to the formulation of a new proposal distribution for the Monte Carlo sampling step. Extensive experimental results with physical robots suggest that the new algorithm is significantly more robust and accurate than plain MCL. Obviously, these results transcend beyond mobile robot localization and apply to a range of particle filter applications.