I have a coworker who is obsessed with this stuff - multiple times per week bingo, scratch tickets, radio call-ins ("be the Nth caller, win $500!"), slot machines - I always hear about the big wins ($200 on a scratch ticket, $100 at the casino slot machines, $600 at bingo) - but like most gamblers, you never hear about the (much more frequent) big losses.
She is religious about the radio call-ins though - she's won quite a bit of money on those (since I've worked with her, she's won $500 once, and $100 at least three times) - those seem harmless (well, they all seem harmless if you can afford it/it's a form of entertainment and is treated as such)
Myself, when I was much younger I had won a free snowboard in a free contest and $1000 through an essay contest - I don't tend to be 'lucky' with winning, so I usually avoid that stuff like the plague :)