Yep, I did. I always make money at the casino... some times more than others, but I always come out ahead. But that's largely because I'm strictly a blackjack and baccarat girl, with a little roulette thrown in if I'm nice and lubricated (read: drunk and feel like yelling with a bunch of other drunk gamblers).
Its all about the house advantage. Blackjack has the best odds. A lot of blackjack games even have a gamer advantage (particularly the one deck games), with a dealer hitting to soft 17 and all of that. A tip to casino newbies: never buy insurance. I hate it when people do that. And don't forget to double down! If you're into counting at all, I can give you some tips on that, too. I'm good enough that I usually make at least a couple grand, but I could never make a living doing it. Baccarat and roulette also have decent odds.
Slots are fine, social, low-risk, but they also have the biggest house advantage. Slots are for people that aren't that interested in serious gambling, because the house take is obscene. How much money does someone think they're going to make playing nickel or quarter slots all day? I will definitely play a slot machine, but its usually if I'm killing time for some reason, or if I don't feel like gambling at the moment and just want an excuse for a free beer.
My new favorite thing is video blackjack. While you can't bet as high as in a table game, its still blackjack, and it eliminates the need to be social. So if you're feeling antisocial (and I sometimes am), it still gives you a good outlet and something to do while you're sitting at the bar.
Gah, I miss Vegas.