I don't mind the idea of gambling for the purpose of entertainment. When my parents went to Las Vegas, they stayed for a few days, played the $0.05 slot machines and lost around $5 in total. (during which time, they got free food and free imported beer) I'm not sure if the house really won on that one.
However, even if I don't mind the idea, I don't actually gamble. First, I don't have money to spend on that. But also, I have a problem with Loto Quebec (which controls all lotteries and casinos in Quebec) since they tried to build a new casino in one of the poorest neighborhood in town (which happens to be my neighborhood). Their plans were defeated by petitions and protests, but I still don't want to give them any of my money!