Play the Siren Alley level inside the Mermaids Lounge. Go upstairs into the room on the right side of the balcony that contains the slot machines.

As you enter the room, turn left and play the right-hand machine of the two that are facing you. Save the game before you start and resave it every time your total money increases above where you started.
If the machine does not payout after about a dozen turns, reload your saved game. By doing this you can maximize your wallet in about ten to fifteen minutes.

It will now be easy to fully load up on ammunition and health/EVE boosts for fighting the Big Daddies.
Repeat this for each additional Little Sister on the level.