Blackjack - if you play the basic strategy, you pretty much eliminate the house advantage. Get a basic chart for a 4 deck or more blackjack game and follow it to the T. Doesn't hurt to read a book or two on the subject, either.
Once you have everything ready, log on to a casino and play in the practice mode until you're winning at least as often as you're losing.
I'm sure there are others who recommend other games, blackjack is just one of the more popular strategy games.
There are two ways to win more often when gambling:
1. Know the game you're playing. Don't wing it. A professional player still plays against 50/50 odds.
2. Always have a budget each time you play - how much you are willing to play that session, and never chase when you're on a losing streak. Also, don't be greedy when you're winning - increase your wagers conservatively.
Hope that helps.

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