When you book a room or suite , try to go through a travel agent, she can tell you about the package deals with the hotel.
Some will come with a free fruit basket, or a funbook with coupons for food and shows. Then join the players club that the hotel offers, and everytime you gamble you acquire points toward receiving comps, smaller casino's are more likely to give comps than the larger houses. Also there are free shows like the Treasure Island Pirate show, and the Dancing fountains at the Bellagio. And there are places on the strip that offer half priced shows , check these out one is by MGM.