I don't know about you, but when I think of free stuff in Vegas, I think of the days when Vegas was just Vegas. There, they knew your name (if you were a decent player). It wasn't as business-like as it is now. One thing that hasn't changed is that you can still get free drinks almost anywhere in the casino, even by the penny slots.
In the past, it was hard for machine players to get free rooms and other perks. You just had to get the pit boss's attention. All of that has changed now. Comps, short for "complimentary" or "free," are easier to get because player cards keep track of everything you do.
One day, the player card came out, and then video poker and slot machines started showing up that could read them. As time went on, the system became a well-tuned compensation machine. You play for $x and get Y points that you can spend on things like free rooms, clothes, food, cash back, and other things.
I guess the bad thing about all of this is that casinos have to stick to strict rules. They really stick to a set of rules about pay and don't change them at all. It's nice, but the place no longer feels like a home. But the good news is that you can play any game in the casino and earn points that you can use to get free stuff. No matter if you like Keno, Bingo, slots, poker, or betting on sports, you can earn points toward free stuff no matter what you do.
All of this has, of course, moved online. There are now a lot of online casinos that give players rewards and other cool stuff. I'd even say they've done better than Vegas. It's a coin toss. In real-life casinos, you can get free rooms and shows. Online casinos can give you almost everything else, but they can also give you bonuses that land-based casinos can't, like cash bonuses for playing, making deposits, etc.
Make sure you get something when you play, whether it's in the real world or online. Player cards can also be used as coupons in the real world. You can save money on shows, buffets, and a lot of other things. I wouldn't play at an online casino that didn't have some kind of bonus.
One nice thing about player cards is that, if you want, you can print out a list of your wins and losses for tax time.
In the end, both Las Vegas and online casinos give players a lot of free stuff. The only thing that stays the same is that you have to be in the system to get it. Do a little research before you play anywhere to find out how to get free stuff and what you get.