Bro I live in Vegas and I stay the hell away from gambling...
Pretty much a gamblers mentality is "You'll never win, if you're scared to lose"
And I cry like alittle ***** even if i lose $40

I'm like see, that could've been gas money.
It is true that you'll never win if you are scared to lose.
You have to go in reckless. Hit something big. Mix up reckless and more conservative bets to prolong play with your winnings. If you hit again, set aside some to play conservatively and earn comped play time. Once the excess money is gone... Go eat free and LEAVE.
For example:
if you walk up to a roulette with $500
play some $5 to $20 bets on the even pays or 2 to 1 pays as pretty safe bets
simultaneously put $5-10 bets on some numbers consistently
this gives you 20 to 30 bets to hit something big.
When a number hits with 10 on it thats $350. If it happens while you still have most of your money. Up your bets. If you've been losing mostly and now you are close to what you came in with or have a bit more... Go home. If you want to continue the strategy through a dealer change.. play very conservative and then repeat with a new dealer. If you hit big a few times and are now at greater than 3 times what you came in with play the excess above 2.75 times your money. If at anytime you get up to 4 times what you came with. RUN! or put it all on a 50/50 at once and take your chances. If you hit... leave.
Never pull out more money than you come in with. Come in with more than you intended to play but not more than you can afford to lose. When you've lost what you intended to play... use the Force to decide wether or not to leave or try to get it back with the extra you brought.
The scared to lose thing is true because you cant slow play and win. Thats how the casino keeps the advantage. You need to hit a couple big ones and leave. Time is not your friend... so safer bets are not your friend either