Budget: set it BEFORE you start gambling and stick to it.
I agree with this, if we do not determine in advance a certain limit for gambling, we can easily get caught up in the game without control. Better yet, you should stick to a certain amount of money for each order, not increasing or decreasing whether you lose or win.
Have a break from time to time, it is important to let your brain stop and consider.
Having some instrumental music while gambling I think will make our minds more comfortable. However, some people may lose concentration when listening to music, but for me it is a therapy that helps me feel more comfortable when doing stressful work.
Avoid drugs / drink as much as possible, they will make you loose some control innevitably.
I'm a little different, I drink a little alcohol and smoke while gambling. Maybe it's my habit, but the important thing is that I feel more comfortable gambling when using them.