Tony, (1) remember that the only game you stand a real chance of winning is Blackjack -- in everything else the odds are horrible;
(2) You should get a copy of Umberto Eco's "Travels in Hyperreality" -- it has nothing about Las Vegas in it, but it is the only book that explains the whole absurd aesthetic properly. It is also very funny.
(3) See if you can run across Elizabeth Shue (cf. Leaving Las Vegas).
Yours, Peter T.