If you are planning on gambling in Las Vegas, set a daily budget and stick to it.
Its easy to blow the gambling budget and hit the cash machine, but you'll regret it later. Learn the games you want to play so you'll have some knowledge and know your risk. People can and do win, but if you go EXPECTING to win, you'll be disappointed. You can play penny video slots and they are a lot of fun, or you can play table games. Most casinos offer classes in the games so the novices can feel comfortable playing the games. If you don't have a clue what you are doing, ask the casino staff and they'll be happy to explain the games.
Join every slot club in every hotel even if you are not planning on gambling there.
You will get a slot card that looks like a credit card, you insert it into the slot machine and it tracks your play for comps. Some will give you free buffets and show tickets to afternoon shows, tee shirts and key chains just for signing up. Some will require you to reach a certain amount of points to get a tee shirt of a food comp. A comp is short for complimentary and the casinos hand out comps based on your play. You might get comps for food at great restaurants.
All drinks are free as long as you are gambling. Some hotels are more liberal with their offerings, you won't get top shelf alcohol unless you are a big gambler, but free is free. A tip to the cocktail waitress, usually a dollar per drink is appreciated and will keep her coming back to your spot. In addition to the comps you can receive by playing on your slot card, the hotel will send you future offers for discounted lodging. If you plan on going back, its a deal to book at the casino rate instead of the regular rack rate.
If you didn't book a package rate and you are going to gamble in your hotel, charge your food to your hotel room. ALWAYS use your slot card when you are gambling, either at the machines or give it to the pit boss so the casino can track your points for comps. They track it by issuing points. Before you check out, go to the slot club and have them check your points. Many times the casino slot club will will pick up some of your food and maybe discount your hotel room, or even give you free nights. They'll take the comps right off your bill, but you have to do it BEFORE you check out. It pays to ask when you join what point range you have to achieve to get comps.
Don't think because you are not a big gambler that you can't get comps. It also pays to introduce yourself to a slot host, either in person or by phone. Tell them if you are celebrating a special occasion or on your honeymoon and that you are interested in joining the slot club and doing some gambling. Your slot host is your laison to better room rates and comps. Don't be afraid to call the hotel and ask to speak to a slot host. They are nice and accomodating and will give you the information you need if you are planning on doing some gambling.