Use a player card, and know the benefits of doing so. Casinos reward points for every penny bet in any machine, and those points can be redeemed for free play or comps. Free play rebates usually run from 0.1% to 0.33%. There are lots of other benefits for using a player card, like discretionary comps, free play mailers, drawings, and tournaments. If you don't use a card, there will be no evidence trail that you played, so you'll never get any of the freebies. This advice goes for any form of gambling. Finally, contrary to popular myth, the machines don't pay worse if you put in a card. The odds are the same whether you use a player card or not.
The game that you should learn first is Jacks or Better. Most of the other games are variations of this one. Although space does not allow me to give you the complete strategy in this article, you can find free strategy charts at The Wizard of Odds for Jacks or Better, Deuces Wild, Double Bonus Poker, and more. Sites like Video Poker Trainer allow you to practice playing online and will correct you when you deviate from the optimal strategy.
Elsewhere on this site I show you how to figure your average loss for an hour of play. In summary, you multiply the house edge by the bet size by the number of rounds per hour. On a 9/6 quarter Jacks or Better machine with proper strategy, that would be 0.5% x $1.25 (remember we're playing 5 coins at a time) x 400 hands per hour = $2.50 per hour. Not bad. Except that the formula doesn't work for video poker in the short term. That's because you'll hit the royal only once every 66 hours on average, and while you're waiting for the royal, the return on the game isn't ~99.5%, it's ~97.5%. So you're more likely to lose 2.5% in the short term rather than 0.5%. So we can expect our hourly loss to be closer to $6.25/hour than $1.25/hour while we're waiting for the royal. Still, $6.25/hour is pretty cheap. On a slot machine your loss would be closer to $40 an hour. So you can see why I'm so eager to switch you from slots to VP.
You will also learn the layout and importance of the pay table, as well as how to properly bet while playing video poker. You will learn and understand payback, return, house (and player) edge. You will learn about the implications of variance, sometimes called volatility. You will also learn what the term random really means when playing video poker.