When the Mrs. was still with me (she's now in Heaven) we made a couple trips to Vegas. We would always do it the "wrong" way by the house's standards: we'd play the slots slowly, one at a time, having fun, and only play with a pre-determined amount. Once we hit the pre-determined amount, we'd leave.
If we started losing, we'd stop playing. If we won, we'd get up, and use the winnings to have a nice dinner.
You always go by the cardinal rule: In the long run, the house ALWAYS wins.
If we win a decent jackpot we blow it on a nice dinner. It's all about having a good time, we don't expect any life-changing wins. The most we ever won was $2,700 on a QuickHit machine.
The only game I will play solo is blackjack and it's only the 3:2 tables and basic strategy. My wife finds that game boring so I'll go to the tables when she's at the pool or something. If you play disciplined basic strategy, you should last on the table for hours but if I get lucky in the beginning and go up a hundred dollars or so, I'll cash out. Otherwise, I consider breaking even after a couple hours of play a victory. That includes tipping the dealer.