I go every February and haven't noticed any real difference from any other time of year. It's a good time to get away from torturously cold east coast winter weather, and it's a whole lot more pleasant than the summer months in Vegas, where it can be 115 degrees in the shade. Conventions and big holiday weekends is where the change takes place IMO, not so much seasonally. Secondhand I have it that at these times casinos changeover to their "tight" chips in the slots, and I presume penetration and all other casino edges are milked to the nth.
PS--According to my Vegas casino buddy, casinos have two chips on record and filed with the gaming commission for every slot. They employ the low percentage chip when the hotels are filled to the brim. Maybe an urban legend, but I put it out here in hopes of corroboration or refutation.