Here is a few things I came up with, from being a dealer in a casino and knowing all the ways to get around your normal blocks... just taking it a little further. not everyone has someone to give cards to, to let them take over their money... so on and so forth.
CARDS
Putting a limit on ATM cards is not enough... you can always go over the limit by swiping it as credit at the cashier.
i have literally thrown all my cards out the window on the way home before... then couldnt pay my online or over the phone bills. (even if i had the money to do so)
scratch, with scizzorz or whatever you have, or cut a slit in the magnet part, so that you cant swipe your card anywhere, but you can still read the numbers off to pay bills. it works, cause if you happen to just walk by an atm or anything you cant get money out. it will probably frustrate you, but once you get home you will be glad.
you can even read the numbers off to the clerk at the grocery store, gas station, or wherever. they have to punch them in, but it keeps cash out of your hands, if you are real bad and choose the cash back options, at least it limits you. you cant keep going back.
CHECKS
Get rid of checks. burn them. all of them. dont have checks at all. this will prevent you from getting payday loans as you have to write a check, and then you cant write them at casinos ither. almost anything now days you can pay with your card, if not, get a money order from your bank.
BANK ACCOUNTS
try to keep money in the savings, make deposits into savings,(even open one of the ones that have a minimum allowable balance) that way if you go to withdraw, you have to transfer to checking... or whatever you need to pay the bills. there are penalties for withdrawing from savings or using your card there in most banks.... also this is a pain in the ass. you have to stand in line, do the transfer, or go online do the transfer, then go to the bank and withdraw.... keep in mind also, us gamblers are cheap, if it will penalize us 5$ to withdraw or whatever, we will avoid it. hell we bitch about atm fee's and the differences in toilet paper price right? LOL
SELF BANNING
you can ban yourself from casinos. take a friend with you, who ither gambles or doesnt and ban yourselves.
make sure you say HI to everyone, this is important. take your time in the banning process. dont gamble, just make sure everyone see's your face, i know its embarassing but there is a great reason for this.
when you self bar yourself, especially in smaller casinos, and even in big ones. you can always go back and ask them to unbar you, alot of times they will. if you talk to everyone you know. you will be even more embarrased to go back in there to unbar yourself.
GAS
this might sound stupid to some... but keep 1/4 to 1/2 tank of gas. i prefer 1/4 for this.
if your tank is full, you have more initiative to drive further, and may end up in a casino out of town, to a place where someone might not know ya, or where you havent banned yourself.
if you look down and see you dont have that much gas... it helps deter you. who the hell feels like going through the gas station, especially with broke atm card cause you have to go inside.

hope some of this helps....