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09/08/2008: "RV042 Again... What a pain."
Well, it turns out I was wrong - setting the MAC address seems to have nothing to do with getting the RV042 working or not. It turns out there is a bug in the most recent firmware (and probably others) that if you set a different MAC address on the 2nd WAN port, Dual Wan won't work at all.
Not sure how it ever worked for me last time, but there was a power problem a couple of days ago, and ever since then my DSL connection (WAN2) was dropped (My boxes are on a UPS, but it looks like stuff outside the house was reset). I played around with all the same things as before, full power cycle of everything, reload the firmware, reload the settings, swap cables, and so on. Same problem as before - both connections worked fine on WAN1, both failed totally on WAN2. I finally found a comment on linksysinfo.org - http://www.linksysinfo.org/forums that was my exact problem.
I also found a comment about getting the wrong size MTU (576 vs. 1500), which could hurt performance, so I need to check that out.
Argh...
Some keywords that I would search for, just in case someone else has the same problem: RV042 WAN2 Failure problem DMZ, etc.