If you aren't a high-roller, there are two tricks to getting stuff Las Vegas casinos: casino club cards and funbooks.
All of the major casinos have a player's club card that they want you to sign up for so they can track your play and periodically mail stuff to you. By signing up, you often can get special deals on rooms or food. Some of the casinos offer a special incentive to sign up, such as bonuses on play, a one-time rebate for your losses, or a funbook. Make sure you get all the details beforehand, especially on the "rebate" deals; you usually have to play a certain amount for a certain time, and the rebate comes in the form of a check that is mailed to your home, and you can only cash it by returning to the same casino within a given time period. The Rio and Stratosphere offered great rebate deals. If you are planning to return, you really can't go wrong.
Some casinos also have a club or email list that you can sign up for online. Mandalay Bay offered an excellent package including a room, passes to the spa, and other perks just for joining their "Paradise Club", which was as simple as giving them your name and email address.
Casino "funbooks" range from the very valuable to the nearly worthless. You often get a funbook by signing up for the casino club card, but sometimes you will need a coupon such as those found online at www.lasvegasfunbook.com or from the Las Vegas Advisor's coupon book (not free). These funbooks usually have discounts for drinks, food, and trinkets in the gift shop. The Hard Rock has a great funbook that you can get with a coupon and new casino club card membership; it includes free drinks and a free shot glass from the gift shop. But the best funbooks offer a bonus on your casino buy-in, meaning that you get $30 of chips for $20, for example. The catch is that these chips have to be played at the casino's tables; they can't be cashed in. When you win a bet made with them, you get paid in regular chips that you can then cash in. In other words, you have to play the bonus chips until you lose them, but hopefully you have won some regular chips along the way. If you were planning on playing table games anyway, this can be a great deal since you start off with a few dollars worth of free chips. Look for this deal at Excalibur, the Sahara, and Circus Circus, among others. When you sign up for a card at Circus Circus, they give you a funbook with a coupon for a free funbook at Excalibur, and both of them have this "bonus buy-in" included.