One of the most important things to remember when gambling is the house always wins. When you enter a casino with hopes of winning a massive jackpot on a slot machine or you're ready to try and take the blackjack table for all it's worth, casinos are designed to take your money. That doesn't mean you can responsibly go to a casino and have some fun. Pick an amount of money you're comfortable losing and stick with that amount. An easy rule to remember when gambling at a casino is to "never go to the ATM." If you're running to the ATM to get more money, you've already lost.