If you are playing that 20,000 coin payout machine, only playing one coin, the payout might be 500 for a single coin versus 20,000 for 3-coins. Are you the sucker playing 5000 or 20,000? For example two machines setting side-by-side one pays 5000 coins, and the other pays 20,000 for a jackpot.
If you must play a slot, look for the ones with the highest payouts, and play maximum coins allowed. BJ gives you the best odds, about a 1% edge over the house for single deck, double-split on anything, and allow surrender. Slots are a suckers game for those who do not know how to play table games. Put your money in press the buttom, you have got it mastered.