Another point relevant here: don't play games where the odds are statistically weighted against you.
However much you think you have a winning strategy at roulette, you haven't.
Stick to games where it is possible to gain an edge. Poker is a good one. Sports betting too - although generally you'll have a better chance trading on exchanges than betting against a bookie with high margins.
Thinking before going for gambling about how to win on the games will help but we are not going to plan our bets before,it might happen on the spot.So we need to learn control ourselves while playing is a good thing.
Also just take few dollars with you that you would be fine even if you lost that amount while gambling and do not take extra amount so that even if you become greedy to play more as you will not have money you will have to come out and stop gambling.