Before you go, decide how much you're willing to lose during your entire vacation. Divide that amount by the number of days in your trip, and that's how much you can afford to spend (and lose) each day.
You can manage each day's spending limit by creating a system to keep track of your money. For example, separate each day's spending money and keep the rest in your hotel. Then, at the end of the day, put any remaining money in a separate place instead of with your remaining day's spending money.
Casinos are filled with different games, each beckoning to you with the possibly of big jackpots. However, playing games you're not familiar with is like throwing your money out the window. Take advantage of the free lessons that many casinos give for games like Blackjack and Roulette.
Take it slow after you've learned the games. Find tables that have few players and low betting limits---this gives you the opportunity to practice without a high-stress atmosphere. Don't hesitate to ask your dealers if you don't understand something, but be sure to tip them if they give you game advice.
Las Vegas, like many tourist destinations, attracts criminals whose sole endeavor is stealing money and chips from inattentive players. Be sure to keep your chips in your sight and take them with you wherever you go in the casino. The same goes for purses, bags and other personal belongings: always keep them in your sight at all times. Leaving a purse or bag on the back of a chair is an open invitation for theft.
Player cards are a way casinos keep track of the gambling and winning habits of their customers. The casino uses this information for tracking and marketing purposes, but these cards can also benefit you. By signing up for these cards (and providing personal information like name and address), you become eligible to receive special discounts and complimentary services that the casino offers. For example, depending on how much you spend, you could earn anything from free drinks to free chips or nights in the casino's hotel.