My favorite casino games in general are Blackjack and Roulette. Blackjack requires some skill however and the more decks in the shoe the less effective the usual card counting strategies become.
Roulette is almost pure luck, but man does it feel good when you put money down on a single number and it hits.
Too bad there's no Craps game any Poker games like "Hold 'Em" in NV, well, maybe it's a good thing because I don't want to spend all day in a virtual casino, even the badass ones in NV.

Still, Caravan seems like an interesting game. Hopefully there's an appropriate tutorial in the game.