Play the slot machines, but only as a source of entertainment. The odds of coming out ahead on the slots is always under 50%, so if you play forever with an endless supply of money, you will always end up with less than you started with. The "luck" of winning in slots is playing the right amount of time to win a few and be up on money and know when to walk away. If you can walk away at the "lucky" time before you lose any money, then you could consider it lucky to have not lost money while being entertained.
Also, many of the slot machines you see will say winner 98% of the time. All this means is that the machine is paying you something 98% of the time, not that you will come out ahead 98% of the time. If you put in $1 and win 5 cents, you effectively just lost 95 cents. But the casino still counts the 5 cents as a winning spin. Just beware of what they mean when you see such high odds of winning.
As far as roulette goes, you can play for fun again, but in the end, you will always lose if you play forever with ANY strategy and an endless amount on cash. There is a term called the "House Advantage" which describes the amount of money you effectively lose on every Roulette bet you place. In a standard roulette game with 36 numbers a "0" and "00" the house advantage is just over 5%. So, you will consistently lose 5% per bet in the long run. The wheels in Monte Carlo only have 37 possible numbers and the house advantage is only 3%. So, if you want to have more fun for a longer period of time, you should play Monte Carlo Roulette because you will lose your money at a slower pace.
So, if you want to make money in Vegas, you better do it with a skill/psychology game like poker and not a probability game. Look at how big Vegas has grown and grown over the years and there are always more businessmen trying to open casinos there because they know how many people will come to play their probability games and lose at least 51% of the time. Slot machines and many of the other games in Vegas are just that, games, forms of entertainment. You almost always have to pay for entertainment, but in this case your entertainment comes with a possibility to win a ton of money. So you will be even more willing to dump more cash into Vegas to be entertained and teased by the possibility of a big payoff.
Have Fun :)
I was a math major in college and studied the probabilities of many casino games.