The only game you can win over the longhaul is poker. That is because the casinos get the same amount whether you win or lose. they do not care if you win a million dollars or lose a million as you will win the same amount. Horseracing is also like this, but the % they take is so big it is almost impossible to win.
Poker also can be played all day for a relatively small amount of money - even if you are not great at poker - you should never lose more than $200 - $300 playing the smaller limits. On average - you will probably lose more like $40 - $80. I have never lost more than $150 playing poker on the weekend at Atlantic City (usually for like 20 - 30 hours of playtime) and I have played with some of the best. Ususally I come out ahead.
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