I don't play the lottery. If you do any reading about them at all, you'll find that they are a regressive tax. This is because the people who can least afford to play the lottery are the ones who play it the most. I certainly don't think the government should sponsor such revenue-generating mechanisms.
However, more than that, what drives me nuts is having to wait in line at the convenience store or gas station behind some idiot that is trying to buy lottery tickets! If they must be sold, lottery tickets should be sold via automated vending machines. Don't make me late while you chase your stupid get-rich-quick schemes.
Besides, research shows most lottery winners end up broke again anyway.