The key to most of these answers
Fit in. Fit in for both the casino and for the bet level. Also if it is a special time in Vegas, say Rodeo, get yourself a Stetson, the right clothing and either a little accent or a story about how you grew up in New York, Boston, Chicago etc, always loved cowboy stuff and now take in the rodeo and ambiance of it most years.
Get something a little sleasy but still looking fairly expense if you are in town during a porno convention.
Just disappear in the crowd, be invisible at least at first glance. And yes, go to the thrift store if you must play at the Western and to make your act really effective, see if you can panhandle your buyin in front of the joint:grin:
ihate17