I've won stuff in raffles and small stuff from radio stations (like movie tickets, concerts that I don't want to go to, free food, wall decor, etc.). I can NEVER get through when they're giving away vacations though.
Oh and I've been to the casino 4 times and have never walked out ahead.
The best thing I won was 2 tickets to a concert w/ Nelly, Eve, Destiny's Child, Jessica Simpson, Dream (& someone else) back in 2000. I got backstage passes and got to meet Destiny's Child (they're short!). I could've met Jessica Simpson too if the radio station manager had told me the correct time.