When I play Vegas, I often tend to buy in short stacked. $100 at a time. I often work that amount up to a sizable stack, or if I hit a bad beat or run bad, I can reload or head to another casino. I know that better players will normally buy in for the max, but my short buy strategy seems to work for me, and reduces the variance on crazy Vegas maniac players. If I bring $1500 with me, I have 15 bullets vs. 5 (for the trip). I also do a stop loss/gain. Let's say I have 500 budgets per day, once the day is over, I bank any profit/losses. If I cash out up 200 for the day, I bank that $700, and now am guaranteed not to leave Vegas broke. If I lose $500 in a day, I stop playing, and sight-see, etc... I've been to Vegas a handful of times, and never left with less than I came with (probably just got lucky to some extent).