Ok, let's clear up a few things:
First, as already mentioned, counting cards in your head is not illegal. Second, it's actually pretty easy to determine whether someone is counting cards or not. Third, a casino may or may not kick somebody out for winning "a lot" (which is rather subjective anyway). They don't want to lose business, after all. If they determine that you're playing with an advantage (whether through "cheating" or otherwise), they will likely kick you out, otherwise, they want to give you the opportunity to give them back their money.
"Cheating" can be a bit of a grey area when it comes to casino gambling. Some things are just plain illegal, like using mechanical means to gain any sort of advantage (magnets, dice-loading, computers, mirrors, etc). Some things are "clearly" not cheating because it's just mental acrobatics with otherwise freely available information (counting, tracking, etc). Some things are difficult to pin down, though. Hole carding is a grey area, because you're actively attempting to gain knowledge you aren't supposed to have -- but on the other hand, if the dealer's flashing from three miles away, and you happen to catch a glimpse, is that cheating? Using a Big Player is sort of another grey area, but it's nothing more than a strategy. So, just defining what is and is not "cheating" isn't necessarily easy. If we limit it to what's illegal, and not legal methods of advantage play (that will still get you kicked out if you're caught), then I'd say it's wrong. Most* casinos are on the up and up these days. It's heavily regulated, and they don't want to get caught cheating themselves. So it's not even a matter of "stealing from a thief" at this point. Every game has a built-in advantage for the house. Don't like it? Don't play. It's meant to be entertainment. If you want free entertainment, go for a walk and watch the sunset.
Bit of trivia: Counting is *legal* in Atlantic City. Not "legal", but LEGAL. As in, walk up to a table and you may very well find people talking openly about counting, what their count is, what type of counts and/or sidecounts they use, etc. But standard AC rules differ from standard Vegas rules, to help offset the advantage gained by counting. Hehe.
(*Some individual dealers, at small casinos, have been known to cheat in modern times -- and some have been silently caught by advantage players. I find it rather amusing.)
p.s., don't start counting cards just because you watched that one movie with those one guys playing that one game. You still won't understand. And you'll lose a lot of money in the process. This message brought to you by Advantage Gamblers Against Noobs.
