Player's Clubs
Signing up for the Player's Club at a Casino should be one of the first things you do when you come to Las Vegas.
Virtually all of the major casinos have their own players club, or are affiliated with a club for a group of hotels. The mailing list (both for postcards and e-mails) that are generated from the sign-ups are the primary source of marketing for the Casino, and it is the Casino, not the Hotel, that handles the marketing. It is not uncommon for a new player to receive free play, a free meal, or other perks just for giving them your name and contact information. Additionally, it is these lists (and an analysis of the amount of points you earned over a period of time) that is used to send special offers to players. Since the Casino is trying to fill rooms at a needed time (mid-week, summer, etc.) these offers can be quite enticing, and can result in free play, free meals, or two rooms for the price of one.
Unless you are trying to hide your Vegas trip from someone at home, make sure you take advantage of the value offered by joining the club, and don't limit yourself to the hotel at which you are staying. If you visit another casino and plan on playing for a while, take the time to join there as well. Most often you will receive free play on a slot machine, or matching play at the tables just for signing up.