As an actuary I'm quite familiar with the probability side of all this but I was still quite surprised when I hit 4 queens twice in a row while playing video poker last time I was in LV. Double bonus too.

As for the slots, one thing you can control is where you play. I've read in Las Vegas Advisor about studies showing which casinos have higher payout rates on slots. I don't have the list handy now but the big expensive strip casinos paid out less on average than some of the more sedate locals joints. Of course you'd have to play a lot (as some locals might) to notice the difference. For one weekend in Sin City I don't know that it would make too much difference.

Or you can stick with video poker where you can analyze the pay schedules and determine which machines are a better play.