The Ending ***Spoilers***
I came here to post my thoughts on the end of the film, and see if anyone agrees with me. I've always thought that Margaret, who clearly has some sort of obsession with dangerous behavior, somewhat knew she was being conned, and used that fact as a justification to harm Mike.
Consider the following. What would've been her initial plan with trying to "con" Mike after she found out she was conned in the first place. She takes out a quarter million dollars, then what? They live together happily ever after?
The fact that she has no "end game" is a good hint that she really just wanted to have some sort of adventure, try her hand at being as manipulative as the world of the con men around her. Of course, she fails, and reverts to her only real "plan," to kill Mike.
I'm no authority, but I'd assume Mamet is drawing some sort of commentary on the idea of relative moral standing, and how one can become unhinged by constantly comparing themselves to others. She's a therapist not because she necessarily feels she can help people (she flat out says otherwise), but because it makes her feel better about herself. Once she lets that go and delves into her "darker" side, she shows one of the first signs of happiness in the very last scene as she steals what she could otherwise buy.
I believe, in a sense, this shows that Margaret wasn't seeking love, or adventure, but more of an excuse for her to unleash the darkness inside of her mind. And she got exactly that.