Megabucks is the exception, since enough people are drawn to it by the promise of a huge jackpot that the machines can be tighter and few people are going to notice, or care. The more money it costs to play a machine, the 'looser' the machine can be and still make enough money for the casino to keep the machine there.
Seriously, my advice: play dollar machines - except Megabucks. Keep in mind that there is a good chance that the amount you win will usually be less than the total amount that you lost up to that point, but if everybody won, then the casinos wouldn't bother having the machines in the first place. The obvious answer: keep playing until you win.
