What variety of methods are readily available to find the average distance from a point in $\{ (x,y,z) : x^2+y^2+z^2 \le r^2 \}$ to the point $(0,0,r)$?
I just worked this out and got $6r/5$.
Later postscript:
I initially was going to do this in spherical coordinates. Someone told me he wanted a way that could be presented to students who don't know spherical coordinates. I've up-voted the answer posted below that uses spherical coordinates and I've added my own, which avoids them.
end of later postscript
There's an obvious way to write it as a triply iterated integral (then divide that by the volume of the sphere). The innermost integral ended up as that of $\sec^3\theta\,d\theta$ times a function of the two outer variables. I didn't pursue it beyond that.
I found a way to express it as $\dfrac{\int_0^{2a} u f(u)\,du}{\int_0^{2a} f(u)\,du}$ where the denominator ends up as the volume of a sphere. That that integral did in fact evaluate to $4\pi r^3/3$ told me I was probably doing this right. It didn't look to me like any argument for establishing the volume of a sphere that I'd ever seen before.
What methods would others use for this problem? Is there some argument from more-or-less intuitive geometry? Or from principles of physics? Or slick ways to evaluate integrals instead of brute force? (I confess I haven't even tried spherical coordinates on this yet.)
I'll post my own answer below later. Maybe. Now I've posted my answer.
Wlog $r=1$. The average is independent of the direction of the special point, so take the average over all directions: the answer is the mean distance between a random point on a sphere and a random point inside it. That distance depends only on how far away the point is from the centre. To calculate the mean distance between a specific point inside and the sphere, split the sphere into thin wedges joined together at the axis on which the point lies; then the mean distance is independent of the wedge. For each wedge it is the same as the distance in the plane between $(a,0)$ and the upper half of the unit circle (parametrized by $t$), weighted by $\sin t$: $$ \int_0^\pi \sqrt{(\cos t-a)^2+\sin^2t}\sin t\,dt = \frac23(3+a^2). $$
The answer is: $$ \frac1{4\pi} \frac{1}{4\pi/3}\int_0^1da\, 4\pi a^2\times 2\pi\times\frac{2(3+a^2)}{3} = \frac65. $$