However, here's php code to monitor using a web service:
function getBalance($address) {
return file_get_contents('https://blockchain.info/q/addressbalance/'. $address);
}
echo 'Address Balance: ' . getBalance('1CK6KHY6MHgYvmRQ4PAafKYDrg1ejbH1cE');
?>
Cloverme is right, definitely go with running bitcoind. Especially since you are creating a gaming site, a 3rd party API will likely shut you down as they don't want to be pulled in to any legal issues for being your service provider.
As for "deposit detection" with bitcoind you can use the walletnotify feature and it will instantly run whatever code you want when new transactions are received. https://www.youtube.com/watch?v=o4BPt4RXOm4