I've been a "games player" of some kind my entire life, including vocationally (stock market and similar). Needless to say, part of the attraction of Vegas for me is the playing of games of chance, particularly those which are actually a skill game with a luck component (which is another way of saying that there is enough short-term variance that those who are long-term losers can win often enough that they can deceive themselves into thinking they are winners, or lesser losers than they actually are).
Gambler's ruin: Has several meanings, but the most common meaning today is that in any game where the player has a negative expected value, the player will eventually lose all his money, regardless of the betting system used. However, even this is bit of an oversimplification. If you and I bet on the flip of a coin (heads or tails) and each time we bet $1, $1, $1, and then one time decide to flip for $1,000,000 (yeah, yeah, I know, but this is just to illustrate a point), all those $1 flips become sort of irrelevant. Especially if, for example, I win the million dollar flip, and then decide I'm not playing the game again.
Gambler's ruin is about the long run. If you apportion your bets into little bite-sized chunks, in a game in which you have negative expected value you will lose eventually. If you apportion your bets into little bite-sized chunks in a game where you have positive expected value, you STILL might go bankrupt. The smaller the chunks are relative to the overall bankroll, the less chance of bankruptcy (ruin) there is. This is how casinos stay in business. In general, they're getting the best of it, and if someone "gets lucky" and beats them for a large amount of money, it doesn't matter. That person's win accounts for only a tiny percentage of the overall action that they're handling.
There's no betting system that will beat a slot machine sitting on a casino floor. If OP was lucky enough to win all those slot machine jackpots, and had difficulty at tax time, that just means that OP didn't set aside enough of his win to pay the IRS come April 15--that's not a gambling problem--that's a life problem.
Blackjack: Well, my blackjack action is not welcome in most casinos in Vegas--and it's not because I smell bad. They watch me, they know that I count cards, they see me varying my bets (and sometimes, my play) and generally winning most of my larger-size bets--which is the point of counting cards. It's beatable, while craps is not; dice have no memory, and past results have no bearing on future results. But in blackjack (assuming you're not playing at one of those awful continual reshuffler tables), every Ace that goes by is one fewer Ace which will be available to you to make blackjack on a future hand--so you bet smaller. When the deck is comparatively rich with Aces and 10s, you bet a lot more. Anybody can do this, it requires no great amount of skill, just some small amount of discipline and memory.
Flip a coin seven times and watch it come up heads every time: Ask a gambler this question, and he'll say, "Tails is overdue! Bet on tails!" This is definitely wrong.
A mathematician will say, "It doesn't matter, it's a 50/50 proposition." This is also probably wrong.
A statistician will say, "The chances of a coin coming up heads seven times in a row is 127 to 1. That's possible, but highly unlikely. Maybe the coin is actually not a fair coin (despite what I've been told). I'm betting heads." This is probably right.
Video poker: A "full pay" Jacks or Better video poker machine will in fact return 99.54% to a player employing perfect strategy. Again, perfect strategy not so hard to memorize. At my prime in video poker, I could and did execute perfectly, playing 700 hands an hour, on a "Triple Play" machine (=playing for $15 a spin, which = $10,500 of "coin-in" per hour--and that's the key number from the standpoint of casino management. Playing at that rate, with your little comp card in the machine will give you an additional 0.33% "cashback", which brings you up to 99.87%, which means you are "paying" 13 cents per $100, but will also generate room offers, show offers, other promotions, etc. You can't live on it, but you can make your trips to Vegas essentially free--although again, you need to have a large enough bankroll to reduce the chance of gambler's ruin. To reduce that chance to an infinitesimally small number, I had to have a video poker bankroll of about $55,000 set aside strictly for video poker play)
How do you know if it's a "full pay" machine? In general, look at the payouts per coin for the flush and full house. Full pay = 6 credits for the flush, 9 for the full house. If those numbers are smaller, pass and look for another machine or casino. Those flushes and full houses keep you in the game while you wait for the royal to come around.
There are other video poker machines that offer even higher base payouts. There are a small number of "Deuces Wild" machines that are 99.9% with correct strategy. And there are even a few that pay out 100.17% with correct play--these would be the "Double Bonus" machines set to full pay. But correct Double Bonus strategy is comparatively difficult to memorize--not impossible, but very hard.
(real) Poker: Now we're talking. A game where the house doesn't need you to lose for them to win. They make money by taking a small amount out of each pot (at lower limits) or taking a time charge from each player every half hour (at medium and high limits). As long as you have a skill advantage over most of your opponents, have a large enough bankroll, and that skill advantage is enough to also overcome the "invisible" player (the house, which always gets its share, the customary dealer tips, cocktail waitress tips, etc), Yeah, you can actually make money in the casino.
But remember again about gambler's ruin. The less-skilled player is "allowed" to win sometimes also. It can take a very long time for your superior skills to become evident in your P&L. So you engage in a discipline called "bankroll management" (somewhat different from "money management"). In practice, this means that you don't take your last $2000 in the world and sit down at the $25/$50 No-Limit Holdem table at the Bellagio. You sit and play 1/3 or 2/5, and work your way up. If you can't beat a game, you don't have to play in it. Switch to another table, or even consider stepping down in limits. That's the nice thing about poker; you can choose your opponents. If you don't like the lineups at any of the tables that meet your bankroll criteria, move to another casino, or take the day off.
"Money management" in poker is sort of irrelevant. If you're winning (and the win is due to your superior skill, not because you've gotten lucky) it means that you have good control over your opponents. As long as the game doesn't change (e.g., the drunk guys don't leave, the NBA star with all the bling who's showing off to his gf keeps splashing money around, etc) you stay in that game as long as you possibly can. Do whatever you need to do to keep yourself awake and alert as long as it doesn't interfere with your play. When the "live ones" do leave, and you don't think the new players coming in to take their seats offer you the same value, then you can consider leaving.
And: You're allowed to leave a poker game whenever you want. I know making a big score and leaving immediately is considered bad etiquette, but there are ways to be less obvious about it. Take a long rest room break, and then come back and pick up your chips, for example. Have your cell phone "ring", step away from the table, come back and pick up and say something about having to meet your wife, friends, whatever.
Thanks for stopping by, this has been another episode of "More Information Than You Require".... 