actually, i've heard it is possible to play roulette and never lose out.
you bet on a 50/50 (ie black/red, odd/even, 1-18/19-36) which will double your money if you win, say for example i bet $5 on black.
if i don't win then i double my original bet on the next spin ($10), which will take into account the loss i had on the last spin. then if this doesn't win again, i put down $20 and so on.
as long as you continue to double your previous bet, and continue to play a 50/50, you will always make your money back. problem with this is that if you have a bad run then you will need to have a substantial amount of money to play, as the money needed to get back your loss will grow exponentially. not much fun though.
there definately are ways around some games, card counting in black jack increases chances of winning dramatically, it's just that security will definately not be too keen on keeping you around...