For those of you east of the Mississippi, like me most of the time, the sincere privilege of Double Double and French Fries, both Animal Style, is an elusive one. And to be Guest Number One? Clearly, I not only came and saw, but conquered.
If you happen to be male, free alcohol is something you don't get often, and you'll want to pay attention to the single biggest lesson about Vegas. If you're a woman, you're probably used to free alcohol and may freely disregard the advice offered herein.
One of the best-known facts about blackjack is that you can meet or exceed the house's odds of winning, by employing a counting strategy, but the casino is not only unfond of this, but will actively seek to discourage you from doing so. Living as we do, in a world that benefits greatly from harmony, let me advise you of another way to take a profit:
The Liquid Profit
First, visit the Wikipedia entry about Blackjack and memorize the Basic Strategy. Remember, Basic Strategy won't even-up the odds between you and the house, but it will keep you in the game longer. Considerably longer. And the house doesn't mind if you use it. They'll even teach it to you. Why? You'll see why.
Now that you know the Basic Strategy, you're never hitting 17's, only hitting 13-16 when dealer shows a bust card, splitting Aces, stuff like that, $20 at a $1-per-hand Video Blackjack machine will nearly always play for over an hour. Probably 90 minutes on average.
Now sit down at a Video Blackjack machine at the bar. The bartender will see you playing, and will comp your drinks. Do you see where this is going? For $20, you can easily gulp down 6 very strong drinks, an average of $3.33 per drink, which I probably don't have to remind you, represents at least a 50% discount under market value (but remember to tip the bartender a dollar, every drink or so). The ability to get absolutely hammered for $20, is your Liquid Profit, which naturally increases the more you drink. Genius, right?
Unfortunately, the Liquid Profit has its downside, which is why the house is aware of it and does not discourage you from attempting it (other than you know, they buy the booze dirt cheap): Your judgement will deteriorate, and you will miss a few simple Basic Strategy calls as you chugalug. For this reason, I strongly advise you to attempt it with no more than $20 at a time, before getting up and walking around.
Another great thing about the Liquid Profit, is that your Players' Club points will increase rapidly, as they tend to accumulate per $1 played (ie, each hand of Video Blackjack you play). You'll rapidly get 2000 or more points, which you can then redeem for clothes and buffet discounts. In many houses, this will quickly bump you up to another level of Players' Club membership.
Some More Advice
Make sure to check out the MegaJackpots website and others like it. Linked progressive slots, in theory, are more beneficial for you to play, especially if they're overdue to pay out. Unfortunately, you don't have a great way of knowing what constitutes overdue. Some jackpots may look large compared to their historical payout values, but this is often due to another progressive game being discontinued, thus having its jackpot rolled into another one (this is required by Nevada state law when a progressive is discontinued).
Also, read Wizard of Odds. The whole site, front to back.
And the cabs at McCarran International Airport do not accept credit. Be prepared.
Conclusions
Vegas is far more generous than the Native American casinos we have here in Florida, where the drinks are not comped (and the slots are probably Class-2 instead of Class-3). In fact, if you're interested in driving to Tampa to play games, I'd strongly advise you to just go to the airport instead and grab a flight out to Vegas.
And for the love of all that is holy, stop at In N Out Burger.
-Chris