Man, when I go, I go to Caesar's early and get a killer table in the Sport's Book. There is something spiritual about watching a game there. Also, if you bet $2 on each horse race, they will give you a voucher for a free drink (the big ones, not the freebies from the tables). We collected those like the were currency, because in a way, they were.
Caesar's. You won't regret it. Just get there EARLY with whomever you are going with, and go off and gamble in shifts while reserving the table.