Even if you gamble just a little, be sure to sign up for the casino players card at whichever property you plan to stay at or visit. It's free to join the players clubs. Chances are you will start receiving discount or comp offers via email and/or snail mail that you can use on future trips.
Don't forget to factor in the Resort Fees, as well as other fees which can more than double the cost of your hotel room. There are very few hotel/casinos left in Vegas that don't charge Resort Fees.
All of the MGM properties in Vegas now charge fees for self-parking and valet, even for guests staying at there properties. I think the first hour for self-parking is free and I heard that valet parking is somewhere around $30 which doesn't include the tip.
Some of the off-strip properties on Boulder Hwy (e.g. Sam's Town, Eastside Cannery) often have better room rates than the LV strip or downtown hotel/casinos.
I like staying at Boyd properties (e.g. Orleans, Mainstreet Station, Sam's Town, etc.), since they've been giving me the best comps based on my limited play.
In Pahrump, I usually stay at the Best Western or Saddle West. I think someone posted awhile back that the new Holiday Inn is suppose to be pretty nice.