Well, it is not like I am actually there to make money. 
Lok
Very good philosophy. These people who think they can consistently beat the house crack me up. You don’t build $2b casinos if the house can consistently get beaten.
Best advice I ever got was to set a limit and look at it as a good night out. If you win then consider it a great night out but don’t ever, ever expect to win.
Blackjack is by far the best. If you play correctly, the odds are better than most other games. Roulette, craps, slots, etc. are all just “plunk your money down and hope they hit your number” kind of games. That gets boring really fast for me. In blackjack you take a little more active role in the game, so it’s at least a little more interesting. I’m sure playing poker at the table would be very exciting, of course, but I’m afraid I would seriously get my ass kicked if I tried it.
The Girls of Glitter Gultch is pretty fun, too;)
Best night I ever had was in the casino in Melbourne, VIC. Sat down at a $5.00 table and played for almost 7 hours. The last couple of hours I was joined by 5 members of the Australian Army who were on leave from somewhere in the middle of nowhere (Which is really saying something in Australia! ) I had about $80.00 when they showed up, and it steadily dropped while we played and talked. When I loast the last chip in front of me, I told them that was it, I was going to take off and they offered to stake me to a few more hands (They had lost a lot more than my $80 at that point, they were all several sheets to the wind when they sat down.)
I told them thanks, but I had an early start the next day, and besides, I had already done well enough that night. Then I pulled out the 3 $100 dollar chips I had been stashing away earlier in the night every time my working pile got to $120.00. 
They all laughed and I left. Of course, since it was Australian, it was only worth about $1.25 American.
Blowero,
Yeah, I would get cleaned out very quickly at the poker tables. I can’t do the percentages well enough to compete there.
Lok
Usually I sit in the Sports Book and bet on the horses. Sometimes I play craps, which I enjoy greatly when I do play it.
I had some initial luck the first few times I played Let It Ride, but the last few times have been nothing but crummy, and I don’t play it anymore.
BTW, thank you to all the slot players in this thread. I make slot machines for a living, you’re helping to keep me employed. 
Craps (the one time I actually made it to LV) and Blackjack (when I’m in the “limited gaming” casinos here in Colorado).
I’m an engineering type; I don’t have luck, I have statistics. These are the two games that can make use of that.
Rule-of-thumb No. 1: the harder a game is to learn, the less advantage the house tends to have (just about 0.5% house edge on Blackjack and Craps, if you play “scientifically”).
Rule-of-thumb No. 2 (previously alluded to by sirtonyh): Assume that whatever money you have for betting is spent the moment you walk into the casino. If you walk out with $$ in your pocket, you got a “discount” on your evening’s entertainment. If you walk out with more than you walked in with, don’t worry: the casino will get it back
Guess it’s too late for me - I think Let It Ride is a great game.