Having a gambling budget is a good idea, some people do not see this with good eyes as they think that for a person to have some money destined to gambling already then that person must have some problems with their gambling, but in fact it is the opposite, those which have a budget for their gambling activities are the ones that have the most control over their gambling as if at any moment they spend their gambling budget then they stop gambling immediately and then do something else to entertain themselves.
There is a statement that he who fails to plan has plan to fail, because having a budget for your gambling activities will safe you a lot from careless spending, because we all know gambling can be addictive and if care is not taken one can possibly lavish all the money he had on him, with the mindset to recover the already lost money and if care not taken can still loss again and again. So having at least a set aside money for gambling with at either weekends or anytime is the best practice, because it put you in control over your own money
In my opinion, it is very important to be able to limit your spending in gambling because it is a great mechanism that allows you to save the budget in those times when emotions overtake reason. especially often this behavior appears at a time when a gambler loses.
I personally set myself a limit of $100 per gambling session and try to stick to this plan.