Probably because I am very fortunate; but I have never done anything but lose from Vegas games to the Lottery and poker with friends.
Based on that - I think an open informational model would go a long way.
I imagine this would be a history or graphing of win vs. loss and dollar amounts or similar statistics for the customer/gambler.
It could be provided on say a slip of paper, presented each time the customer goes to the cage or buys chips at the tables.
The customer could even refuse the paper if they 'wanted to bury their head in the sand'.