Online Gambling is a great business, but it is in the darkest days right now. Nobody has any idea when it will be made legal and what that will do.
This is actually not true. Yes, since the UIGEA Act passed by Congress in 06 a lot of sites closed their doors, many marketers went under. However, with this comes opportunity, and the strong hung in there (our group included) and found that because of the lack of marketers, CPA rates soared, competition was nil, the only change of strategy was to begin promoting in legal territories (e.g. UK, Europe, etc) and things were back to normal.
My only advice to you if you want to get back into gaming is to avoid the revshare model if you're US based as you can be tied into aiding and abetting with the casino. However, if you acquire players on a flat rate CPA basis, you have nothing to worry about.
Sorry to hear you're leaving the gambling sector, I'd still include it and lay low.. things will be turning around in the next few years. Keep all your websites, domains, on the backburner. When you consider we watched from 1996 - 2004 every Senator and committee try and BAN online gambling, and then it happened in 06 (sorta), and now the tides are reversed, and the Senators are trying to legalize it, it's just a matter of time.
Dating is a great niche to begin exploring, you'll find your gaming data does great with it... enjoy.