You're more provocative than I am. I generally make a good faith effort to use my real location, currency, have only one account, and to comply precisely whatever crazy terms and conditions are on the bonus.
I get a share of slow pays, but haven't had a no-pay, or even bonus confiscation yet.
The closest I ever had to a casino totally jerking me around was at Club Player casino. I won big on a "zero playthrough" bonus playing
BJ. However, I didn't notice their fine print specified that if over roughly half of wagering was on
BJ, the coupon actually had a pretty high wagering requirement. Withdrawal was rejected, and so I wagered an equal amount on another game to dip the ratio back down to 50%. They still refused the withdrawal, and said such wagering flagged would flag me as a bonus abuser and have my winnings confiscated. So I went ahead and completed the entire WR (which actually turned a several hundred dollar win into a small loss). I was annoyed, but have not had a problem with them on another deposit/withdrawal cycle since.
I've also been banned from one casino and banned from bonuses at another. In both cases, the winnings were still paid. And finally, I got the "advantage player" label at two RTGs, which limits but does not eliminate the bonuses I can receive.