Its totally different from the strip (well not THAT much), dont expect the glamour of the venetian or wynn, but do expect great fun:
-Visit the ultra-mini casino called La Bayou (they serve you drink faster then you can drink 'em... you will have them lined up on the side of your slot)
-Buy a football beer (like $8 bucks) the 4 Queens have them.
-Gamble cheap in any downtown casino, my fav: $1 roulette in the Plaza (some nights)
Have fun!