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Define a spending limit. Do not spend more money than you can comfortably lose. Carry only that much money on you, and no more. Leave your ATM card at home, as being able to get more money from your account is a sure way to rack up your gambling debt quickly.
Set a time limit. Even if you're doing well, you don't want to accidentally become addicted and lose everything because you want "just one more time." One more time can quickly turn into you leaving with nothing.
Trust no one. You'll hear people tell you that all the winning slots are at the back of the casino or the front. You'll hear that the Wheel of Fortune slot machine around the corner is due to hit any pull now. You'll hear that the house has the machines rigged to have a higher
payout during certain times of day. All this stuff that you hear is false. Don't believe a word of it. If you believe them, you're bound to lose everything based on "what I heard."
Know your slot. Different slot machines play in different ways. Some simply require you to pull a lever, while others have lots of different buttons to press. See your casino host if you don't understand how a game works.
Move it if you lose it. If you notice you've been losing on one machine for a while, then by all means pick a new machine. Although the payout is completely random, this will calm your nerves and give you a fresh start.
Restrain from greed. If you start winning big, quit while you're ahead. At the very least, cash in your winnings and keep that money separate from the bankroll you brought with you.