Just out of curiosity, exactly what kind of wallet would not let me receive coins on the same address I'm sending from?
Online wallets mostly, or from exchanges like MtGox because there the bitcoins from every user are together in one big wallet.
Don't use for SatoshiDICE any of the following:
Mt. Gox or any other exchange, GLBSE, Instawallet, Easywallet, Paytunia, Flexcoin, online casinos or other services (e.g., CoinDL) where you have an account,
I've noticed Blockchain Wallet freeze up after about 15-20 transactions in 30 minutes.
Bitcoin also has a tendency to lag up after ~400 transactions in 48 hours.
Multibit locks up after ~150 transactions in 24 hours.
Electrum is the one I've been messing with for a while and so far the worst thing is the seconds not showing up for the transaction time. It's frozen up a few times, but a simple switching of the server fixed that.