No License, No KYC casinos are my favorites.
License means regulations, regulations means problems. Why would a casino need a license? The only thing a casino needs is a good reputation and it only takes some time to build it. freebitco.in is a very good example.
If I can't access to a casino like this, of course my second favorites are Licensed/No KYC casinos.
I somehow agree with your statement. Though what bothers me are unlicensed online gambling websites as they are unregulated. Though this may be the case, this can easily be remedied if the gambling website has proven itself to be relatively 'trustworthy' through the test of time (e.g. their overall time of service, etc.). But generally, I avoid unlicensed gambling websites especially if they are brand new and if they are still establishing their name on the market.
As for KYC, it is definitely a no-brainer for me. Why would I ever want to expose my identity to something that is unregulated/regulated which can potentially leak my information?