Just one thing?

1. You'll be just as "lucky" at small out of the way casinos as you will at the bigger name joints - The games are all the same and your odds are roughly same between the bigger joints as they are in the smaller ones. In fact, they might be slightly higher in the in smaller joints as they can't afford to retain the best dealers.
2. If you want to "win" you really can't drink - Unless you are some type of "alcoholic prodigy", your alcohol intake is going to impair your judgment and your perceptions. If you want to win (well as consistently as you can given that the odds favor the house) you'll need to be a teetotaler.
3. It's really dull - Even if you win, hours sitting parked on your ass in front of a machine or at a gaming table are DULL. You can often see people dozing off when you walk through a casino and that's during the day or the night.
4. If you win, then walk away - You are only going to win once or twice during your entire stay. When you do, stand up and leave. If you don't, you'll just end up losing it all back, w/ interest.