Play for the entertainment or dream. Pick a game that has a large jackpot relative to the amount of bet required. Only fools sit at the blackjack tables (or the roulette wheel if that is allowed in your state). If blackjack is played precisely, the house has only a few percentage points advantage. Consider that! You play like a genius and you still come out a loser, and only a few hands have better than a 1-1 payout. If you're thinking of counting cards (I've never personally met one of these; only seen them on TV and in the movies), casinos have the backing of the government to ban you.
So, drop your 3 quarters into that slot with the million dollar progressive jackpot. Which reminds me of the guy praying to win the lottery. After promising God, that he would tithe his winnings to the church, God answered his prayer and said, "Give Me a break, buy a ticket!"
An easy way to sum up the way a casino works is: A coin is flipped, if you call it correctly you win 95 cents; if you are wrong, you pay a buck.