I've been gambling on international waters on a cruise ship once, and won 25 bucks! I started with 5 so I came out ahead on that for sure.

If you want to win money at a casino, I'd go for craps. Once you learn the ins and outs of the game, it's apparently the one game that the house doesn't have a big advantage over, which means that it's the one you are least likely to lose a lot on. and with slots, it's all just a computer giving a result as soon as you press a button, the bells and whistles and stuff are just there to make it feel like you have control over the machine.