Not a gambler, but enjoyed Vegas' casinos when I went about 3 years ago. They were not smokey, ashtray lined venues (NYNY smelled like apples, Mandalay bay like coconuts, you get the picture). This place was so smoke filled it was disgusting. Will not ever go back!
For those who want to try it--we were dressed up, but there were those in sweats and blue jeans, and those in furs (although not many). Anything goes, just be sure you have your ID.