I was never that much into gambling; mostly, we enjoyed the different themes of the big-named casinos, and of course the sumptuous buffets. When I did gamble, I was pretty disciplined about it. I looked for the cheapest Blackjack table I could find (usually $5 minimums) - or occasionally Pai Gow Poker. I changed $40 into chips, and then I bet the minimum every hand. I played standard, non-counting strategy.*
* I doubled-down on 11s always, 10s mostly, and occasionally 9s, depending on what the dealer was showing. I split Aces and 8s. I hit on hands under 11, and stayed on 13-16 if the dealer was showing a 2-6; otherwise, I hit until I got to 17 or higher.
The discipline part was this: if I lost the $40, I would leave the table and head back to the hotel room to read or watch TV until the next meal. In addition, if I doubled the $40, I would also leave the table. This limited my daily losses to a maximum of $120. It also capped my maximum winnings, but I didn't go to Las Vegas to make money.
Anyway, we're in no rush to introduce our kids to Vegas, but it occurred to me that my previous approach would work quite well with the addition of running as one of the activities in between gambling sessions. This would probably call for a lot of treadmill miles, though, since it's so hot most of the year in Vegas, and the sidewalks along the Strip are bound to packed with tourists (I guess off-strip running is possible during the winter). The biggest downside I can see is that the desire to go running might lead to reckless gambling, just to reach $0 or $80 ....