Why quantum mechanics?

Imagine you're teaching a first course on quantum mechanics in which your students are well-versed in classical mechanics, but have never seen any quantum before. How would you motivate the subject and convince your students that in fact classical mechanics cannot explain the real world and that quantum mechanics, given your knowledge of classical mechanics, is the most obvious alternative to try?

If you sit down and think about it, the idea that the state of a system, instead of being specified by the finitely many particles' position and momentum, is now described by an element of some abstract (rigged) Hilbert space and that the observables correspond to self-adjoint operators on the space of states is not at all obvious. Why should this be the case, or at least, why might we expect this to be the case?

Then there is the issue of measurement which is even more difficult to motivate. In the usual formulation of quantum mechanics, we assume that, given a state $|\psi \rangle$ and an observable $A$, the probability of measuring a value between $a$ and $a+da$ is given by $|\langle a|\psi \rangle |^2da$ (and furthermore, if $a$ is not an eigenvalue of $A$, then the probability of measuring a value in this interval is $0$). How would you convince your students that this had to be the case?

I have thought about this question of motivation for a couple of years now, and so far, the only answers I've come up with are incomplete, not entirely satisfactory, and seem to be much more non-trivial than I feel they should be. So, what do you guys think? Can you motivate the usual formulation of quantum mechanics using only classical mechanics and minimal appeal to experimental results?

Note that, at some point, you will have to make reference to experiment. After all, this is the reason why we needed to develop quantum mechanics. In principle, we could just say "The Born Rule is true because its experimentally verified.", but I find this particularly unsatisfying. I think we can do better. Thus, I would ask that when you do invoke the results of an experiment, you do so to only justify fundamental truths, by which I mean something that can not itself just be explained in terms of more theory. You might say that my conjecture is that the Born Rule is not a fundamental truth in this sense, but can instead be explained by more fundamental theory, which itself is justified via experiment.

Edit: To clarify, I will try to make use of a much simpler example. In an ideal gas, if you fix the volume, then the temperature is proportional to pressure. So we may ask "Why?". You could say "Well, because experiment.", or alternatively you could say "It is a trivial corollary of the ideal gas law.". If you choose the latter, you can then ask why that is true. Once again, you can just say "Because experiment." or you could try to prove it using more fundamental physical truths (using the kinetic theory of gases, for example). The objective, then, is to come up with the most fundamental physical truths, prove everything else we know in terms of those, and then verify the fundamental physical truths via experiment. And in this particular case, the objective is to do this with quantum mechanics.