I had a work friend that used to brag about this great hand he played, or he'd tell me he won hundreds the night before. One day he let it slip that he had never withdrawn any money from the site. Over time, he was losing his deposits.
I play for the fun of it. I started on freerolls and play them still. I sometimes play seriously enough to get deep (or even win) on freerolls, but mostly play for the fun. When I do get some bank from freerolls, I tend to become more serious on the cash tables. I lost $350 cash one hand in SnG on a bad beat. I was very angry at myself and the poker gods, until I remembered that the money was not my own. It was all from winnings that originated from freerolls.
My advice if you question how much you are spending is to play only freerolls or low buy tournaments for a while. Yes, the fish like me will get on your nerves by calling your 5X raise pre-flop with a 57s. Yes your AA will get called (and beat) more often.
While some people find it intoxicating to win big money, chances are you will at best break even over time. To me, the challenge of getting through 600+ players to the final table is a far better thrill. And sitting at that final table, you know you are then facing the best and you are one of them (even if you do only clear a few dollars for hours of play).