Poker seems to me like the only place where you can make a profit in the long term. Everything else is mathematically rigged for the house and quite upfront about it.
Poker you just need to be smarter than the average Poker player and pick your games/opponents well, but I would BET that there are more than enough rich dumbasses to keep a decent Poker player in sufficient supply of beer and cheap hookers if he knew the game well enough.
MMA you could make money with sufficient insider info, such as knowing who kicks whose ass in the gym or who is going into a fight injured. You would also, imo, need to get pretty well versed at identifying mistakes in the odds or situations where the money line is shifted irrationally, as in due to sentimental reasons, such as taking money from people that don't realize their favorite fighter is old, shot and not that guy anymore.