Bring all your "gambling money" with you as cash or travelers checks. Assume you will lose every dollar you bring. Can you live with that? If the answer is yes, then God bless you and have a good time. If the answer is no, you have no business going in the first place. Some rules about Vegas (or Atlanic City for that matter)
1. If you take your ATM card out of your wallet, you're a fool
2. Same goes for credit cards
3. Gambling is the quickest way to lose money...it is also the fastest way...odds are 100-to-1 against you at ANY game...play at your own risk
4. ALL slots are rigged. I know, I used to rig them in NYC (big time illegal gambling, but hey, that was a long time ago....)
5. Strip clubs have drugs, thugs, cops, robbers, hookers and well, all that fun stuff...be careful and watch your wallet
May The Force be with you!