Gambling is just a form of entertainment to me. I don't plan on winning big. I know I may not win at all. But I love the thrill of the hunt, and it's how I choose to spend my entertainment budget. As Nzoner said, the comps help offset some of the costs. The closest casino to me is over 2 hours away. If I go, I'm usually spending the night. I never pay for rooms, or food. I take my own booze. We have a lot of fun.
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