Ok, for those of you adventurous enough to travel away from the touristy parts of Las Vegas... here is a place where the locals go.
Where else can you find $5 pai gow poker and black jack? It's small, it's older but you can gamble for a long time on the cheap here. They have improved the air handling system, but when you leave you will still smell like smoke.
Go there and have some good cheap fun.