My favs are (by far) roulette and slot machines.
But the only one I actually won at was the (silly?) high/low game.
For my favs I have no strategy at all, just enjoying the game.
For hi/lo I started with martingale (I learnt yesterday that this was its name) and usually lost. Now having something more ... interesting/random, based somehow on Martingale, which is more fun and seems to give me some winnings too sometimes.
Just for correctness: I play only pennies, I play mostly for fun. I don't gamble big bucks because, you know, "never gamble what you don't afford to lose".
I didn't expect any1 to mention slot machines to be honest. I myself could never play slots just because the odds are bad already and they are so easy to rig.
Do you mind explaining what you like about them?