Maybe work on your physical health. Start exercising/working out with some goal to reach like losing xx amount of weight. Or maybe walking/running/biking/swimming with a goal to be able to reach XX mi/km or whatever. Or train to be able to compete in some amateur walking/running/biking/swimming event. Or take up an organized team sport to help give you more structure to help keep you at it.
This can't be done by everyone to be honest. The number of obese people in the world especially in America is insanely increasing. Kids nowadays are starting to be really fat since they are all lazy. That running, biking, and swimming, can only be done by people that are fit enough. Some people can't even start exercising. It is really hard especially if you've been gambling all day for the past few months and then you'll try to do something else. The only way that it'll be less hard is if you're going to do it with somebody. Someone that would show sincere moral support to you.
That is right and to the point. Every advises here, including mine, are just easier said than done. At the end of the day, that person that want to stay away with gambling will have the courage and 100% commitment to quit gambling. That would be a very major decision in his/her life and only him can primarily decide that.