Gambling can be fun, but I'm not much of a gambler. I'll happily play the lowball slots in any casino, and dabbling in most things at a casino are fun. But I have never come out a winner, and I, too, feel good just not coming out with less (or much less) than I went in with. I'm at least good at not gambling with money I can't afford to lose.
I used to love "neighborhood poker" and can enjoy a long evening of it. I used to go to a regular game down in the Village every couple of weeks, but I gave it up when everyone's interest turned to the "Hold 'em" type of game which I found totally annoying. I don't want to have to think and strategize to such an extent. I loved evenings of "dealer's choice" when you rotate through the most common varieties of poker at the nickel-dime-quarter level. I just don't know anyone around me right now who shares that preference.
I do love good well-written and directed gambling movies -- CINCINNATI KID and the like -- THE STING -- any movie about casinos, etc. I find that world endlessly fascinating. That said, I rarely take the trouble to visit any casino. I think it's been a decade since I've been to one of the Connecticut ones.
When it comes to lotto, I should actually play it more, and stick with one pattern of play. I think one needs to not analyze and agonize over that kind of thing. Just put down whatever little amount you're comfortable with losing every week, enjoy the little winnings that come your way from time to time, and be happy with at least being in the game when the big things happen.