Lots of ways to talk to a host. USUALLY you want to be nice. "Hey bob, I'm tedsuxs, how are you today? Hey, could you see about getting a comp for the buffet/steakhouse/coffee shop/hotel room/suite upgrade, etc."
Sometimes, if they shoot you down, press them, ostensibly for information: "What did they say I was playing in the pit (sometimes your play isn't in the computer yet, or it's completely wrong). What is your guideline for that comp? Can you comp it based on the loss I have on this trip (works at MGM, rathole there)?
Sometimes you may want to be assertive, even push it to being an asshole. Never attack them personally: "Bob, I've got to be honest, I was told that if I played $25 a hand for 4 hours my room would be comped, and you just told me you have me at $35 a hand for 6 hours. What's going on here?"
"I lost a thousand bucks and you won't comp a hundred for the steakhouse? Are you able to write that comp? I understand your computer system won't do it, but do you have the ability to write discretionaries? Who does? Is there an executive host (often there are regular hosts and executive) that can write a comp? What about a marketing person, or a pit boss? (pit boss, shift manager, be careful with these guys though, because they're the ones that back you off, too). Well if you cant do that, what can you do? Gas cards?"
It's amazing what you can get if you work these guys over. Never be rude, just assertive, and never attack them personally, even if they lied to you. Threatening to leave is a last resort, but CAN work, and may be worth it for a cash equivalent offer. I got a big casino to extend a lucrative, supposedly dead offer to me recently by threatening to just stay at the Aria where I also had room comp offers.
I've never had to get nasty with a host, but I was about to threaten a credit card chargeback with a lying host one time, but thankfully the issue got resolved before I had to. I have resorted to begging and gotten my way as well (BJ bash '10 anyone?)
Some hosts are completely different in their offers, too. I have one host in Chi-town that I LOVE because this person gives the store away for me. Free non-gourmet meals before I start gambling, large steakhouse comps for me and low-roller buddies, etc. Other hosts at this property won't comp ****. Also, sometimes different areas have different guidelines. At the MGMGrrrand in Detroit, the pit will comp a room WAY before a host will. Usually it's the other way around, though.