Most sites, at least dice sites, provide either a login url (Just-Dice, SatoshiDice) or ask for a user name and password (BitDice, PrimeDice).
One of the benefits of Bitcoin gambling is betting anonymously.
There has been a couple of sites however that allowed you to login with your social media profiles, though they seem to be dead now
Do you think sites should offer the option of login via social media profile as well as the normal username/password?