As Ultegra and others said, it depends on the amount, obviously. If you win a big jackpot you should be aware that it won't repeat so you'd better invest it or spend it wisely. But if we talk about the daily/weekly little bets that won't be life-changing, if it is just money back I spend it in the same game, while if it is something more I treat myself with a dinner, cinema or things like that. The key is to learn to enjoy the little things, I guess.