To gamble is to risk but there are options to help cut back the risk.
Set your limit
First and foremost important is to remember, gambling is for fun! Do not gamble if you cannot afford to lose. Have a specific amount set aside for gambling and stick to it. Don't borrow money to gamble and don't ever go past your set limit.
Take Frequent breaks.
Don't attempt to play at a casino if you are under stress, depressed or troubled in any way. All distractions can cause you to lose your concentration and obviously result in losses you may not incur otherwise. Bright lights and loud noises are created to the casinos benefit. If you are gambling online, ensure that you are not going to be distracted and if you are, stop play until another time.

Slots Tips
Tip #1. Always play the max coin amount on progressive slots. It is best to play max regardless of whether the slot is progressive or not but how painful would it be to hit a jackpot on less than max bet?
Tip #2. Know the payout schedule before sitting down at a slot machine. Just like in poker, knowledge of the odds and payouts is crucial to developing a good strategy.
Tip #3. If you are not having luck at a particular machine, then move on to another one. Don't play it all night, hoping for it to finally pay off.
Tip #4. Always ensure your bet registers in the machine prior to pulling the bar or hitting spin, you will not be given the max coin winnings if the machine doesn't record a max coin bet being placed.
Tip #5. Never leave your machine until you are done playing. There is no worse feeling that someone taking the machine you were playing at because you went for a drink or to use the restroom. Make sure you take care of personal business prior to choosing your slot. There are waitresses for drinks.

Blackjack Tips
Tip #1 The most obvious is to ensure you know the rules of blackjack. It is always a good idea to have a strategy when you play blackjack. All winning systems are based on a basic strategy which consists of statistically speaking, there exists only one best action a player can take for each of the possible hands he can receive versus each possible upcard the dealer may have.
Tip #2 Learn about the house rules of each casino, the better the house rules, the more money you can expect to win in the long run. And yes, house rules do vary between casinos.
Tip #3 Learn the proper way to use your bankroll. There are statistically proven methods to keep control of your balance and the amount of bet you should place based on your total bankroll.
Tip #4Never drink alcohol when you are playing and always leave the game once you start to feel fatigued. You may start to make mistakes that you won't even notice.

Poker Tips
Tip #1 The best tip for poker playing is to read up on the game play, the variants of the game and ensure you know the rules of the game.
Tip #2 When you first start, it is a good idea to sit out and watch the other players prior to starting your game. Watch how they bet and how much they bet.
Tip #3 As you advance as a player, learn how to bluff. You must know the game well and bluff only when you feel secure that the other players will not call your bluff.
Tip #4 It is also a good idea to try to play against less skillfull opponents. Obviously, you will have a better chance at the game if you have more knowledge and experience.
Tip #5 Most important is what many of us have heard before, "Know when to hold 'em and when to fold "em". Mistakes are made quite often in poker when players want to stick it out with hands that have no value. That is a guaranteed loss. And stick with the no alcohol while playing rule.

Video Poker Tips
Tip #1 Just as with poker, you must know the game of video poker. There is a wide variant of video poker games, with each having a different set of winning card combinations. It is a good idea to pay attention to whether or not a machine uses one 52-deck of cards or more than one. The more cards there are, the less likely the player will win.
Tip #2 There is no such thing as a loose or tight video poker machine. They do not operate on reels like a slot machine, each card has an equal chance of showing up on any hand.
Tip #3 Always play the maximum number of credits allowed on progressive video poker, if you hit a royal flush, you will want that jackpot.
Tip #4 Until you are a master player, play at the lowest coin denomination amount possible. This will give you more cash to play on and learn as you go.
Tip #5 It can be very helpful to play a handheld video poker game (like you can get at any store with board games), this will also give you experience and a good knowledge of how the games will play.

The most important of all with all games- HAVE FUN!