As for moving to another state, I would imagine that with your children, job, and financial situation (among other things), that's probably not an option. Let's try and keep the advice here realistic and helpful.
I have some experience with overcoming this. My first day in alcohol rehab, I remember talking to a fellow alcoholic who asked if I knew the Olympic handball score between Latvia and Ukraine. Apparently he was betting on anything and everything he could. It just opened my eyes and I thought: "wow, that's me".
You have to stop, completely. Free slots are like non-alcoholic beer - a terrible solution. This needs to completely stop and total absitenence is the only way. I would say gamblers anon is your best bet. Take it seriously, this is your LIFE we are talking about here.