Some who have responded seem to have overlooked the part of Cass' question explaining that the casino said to "cash out my chips and leave." In that situation, if at all possible, don't cash your chips, just pocket them and walk quickly and quietly out the door. You can come back later, and cash your chips a little at a time, or get friends to help.
Casinos often use cashing out at the cage as an opportunity to get ID, or to get a better photo, or to escalate a backoff into a permanent 86ing. You don't want to give them the chance. If you've been playing unrated, and haven't given a name, the casino has no convenient way to keep a record of your play, and you can probably return on another shift, or a few months later on the same shift. If you stick around after a backoff, only bad things can happen.
Ditto after a big win. Just walk out with the chips if you can. Barrings and backoffs frequently occur at the cage. Don't give management time to get their act together and decide to tell you something you don't want to hear.
$3,000 is a cashout threshold for requesting ID in many casinos. So if you want to remain anonymous, keep cashouts below that level. Once the casino requests ID, even though the casino may have no legal right to do so, you may be put to a choice between complying or walking out with your chips uncashed. If you don't like it, you can complain to the gaming regulatory authorities, but to do so you're going to have to give your name, which immediately gets back to the casino and defeats the purpose.