If you have an original idea it would most certainly be worth it financially to start a gambling site.

The reason why im saying "would" instead of "will" is because you could get in huge legal trouble. There is basically no way to run a legal gambling site that operates world-wide without paying 100k$+ per year(for licensing, lawers etc.).
That said, all bitcoin casinos have chosen to launch there sites with no or little legal protection and staying anonomys. If any of the bigger gambling sites identity would be revealed, they could be facing charges.

This year the owner of the biggest bitcoin poker site faced what could have been up to 10 years in prison, ended up only being sentenced to 2 years probation and a 25,000$ fine.
Reference: http://www.coindesk.com/bitcoin-poker-site-operator-to-pay-25000-fine/