It depends on your goals and temperament. If you want to go for the slim chance of hitting the really big jackpot, and you don't mind having more frequent losing sessions in exchange for the hope of getting the life-changing money that would provide, go for the linked machines. On the other hand, if you want more frequent small winning sessions, and that would make you happier and entertain you more, than go with the standalone machines. Or mix it up and play some of both. The great thing about slots is that they're kind of mindless, like eating junk food. Pure cotton candy entertainment in a money-wasting sort of way.

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Slotty McSlots