I just recently got into playing these casino games and gambling so I haven't really picked a favorite yet, but I can safely say that I've done pretty well at roulette so it's right up there.
Mine would have to be Blackjack and other card games. Roulette is just too random for me, and I prefer games which are a bit more interactive than just placing the bet and watching.
I'm with AlltheAces on this one. I also prefer games that I can influence the outcome of rather than standing by and waiting for luck to decide for me.