What? You didn't come to Las Vegas for the Liberace Museum? We are shocked. Shocked.

Yes, there are gambling opportunities in Vegas. We've noticed this. You will too. The tip-off will be the slot machines in the airport as soon as you step off the plane. Or the slot machines in the convenience stores as soon as you drive across the state line. Let's not kid ourselves, gambling is what Vegas is about. The bright lights, the shows, the showgirls, the food -- it's all there just to lure you in and make you open your wallet. (The free drinks certainly help ease the latter as well.)

You can disappoint them if you want, but what would be the point? This is Las Vegas. You don't have to be a high roller. You would not believe how much fun you can have with a nickel slot machine. You won't get rich, but neither will most of those guys playing the $5 slots, either.

Of course, that's not going to stop anyone from trying. Almost everyone plays in Vegas with the hopes of winning The Big One. That only a few ever do win doesn't stop them from trying again and again and again. That's how the casinos make their money, by the way.

It's not that the odds are stacked so incredibly high in their favor -- though the odds are in their favor, and don't ever think otherwise. Rather, it's that if there is one constant in this world, it's human greed. Look around in any casino, and you'll see countless souls who, having doubled their winnings, are now trying to quadruple them, and are losing it all and then trying to recoup their initial bankroll and losing still more in the process. See that chandelier up there? Enjoy it -- you paid for it.

Which is not meant to dissuade you from gambling. Just be sure to look at it as recreation and entertainment, not as an investment or moneymaking opportunity. Spend only as much as you can afford to lose and not a penny more. It doesn't matter if that's $10 or $100,000. You can have just as good a time with either. (Though if you can afford to lose $100,000, we would like to meet you.)

Remember also that there is no system that's sure to help you win. We all have our own systems and our own ideas. Reading books and listening to others at the tables will help you pick up some tips, but if there were a surefire way to win, the casinos would have taken care of it (and we will leave you to imagine just what that might entail). Try to have the courage to walk away when your bankroll is up, not down. Remember, your children's college fund is just that, and not a gambling-budget supplement.

Remember that gambling is supposed to be entertainment. Picking a gaming table where the other players are laughing, slapping each other on the back, and generally enjoying themselves tends to make for considerable more fun than a table where everyone is sitting around in stony silence, morosely staring at their cards. Unless you really need to concentrate, pick a table where everyone seems to be enjoying themselves, and you will too, even if you don't win. Maybe.

Players Clubs--If you play slots or video poker, or, indeed, just gamble quite a bit, or even just gamble, it definitely pays to join a players club. These so-called clubs are designed to attract and keep customers in a given casino by providing incentives: meals, shows, discounts on rooms, gifts, tournament invitations, discounts at hotel shops, VIP treatment, and (more and more) cash rebates. Join a players club, and soon you too will be getting those great hotel-rate offers -- $20-a-night rooms, affordable rooms at the luxury resorts, even free rooms. (This is one way to beat the high hotel rates.) Of course, your rewards are often greater if you play just in one casino, but your mobility is limited.

When you join a players club (inquire at the casino desk), you're given something that looks like a credit card, which you must insert into an ATM-like device whenever you play. Yes, many casinos even have them for the tables as well as the machines. (Don't forget to retrieve your card when you leave the machine, as we sometimes do -- though that may work in your favor if someone comes along and plays the machine without removing it.) The device tracks your play and computes bonus points.

Which players club should you join? Actually, you should join one at any casino where you play, because even the act of joining usually entitles you to some benefits. It's convenient to concentrate play where you're staying; if you play a great deal, a casino hotel's players-club benefits may be a factor in your accommodations choice. Consider, though, particularly if you aren't a high roller, the players clubs Downtown. You get more bang for your buck, because you don't have to spend as much to start raking in the goodies.

Another advantage is to join a players club that covers many hotels under the same corporate umbrella. Park Place runs Caesars, The Flamingo Las Vegas, Paris, Bally's, and more, and their players club offers discounts and point awards at all of their properties. The same goes for the aforementioned Harrah's hotels, those in the MGM MIRAGE stable (The Mirage, Bellagio, MGM Grand, and so on), the locals' favorite Station Casinos (Palace, Sunset, Texas, and more), and the Carl Icahn properties, which include Stratosphere Casino Hotel & Tower and Arizona Charlie's.

We're particularly fond of the latter. In 2000 and 2001, Stratosphere offered a guaranteed payback for new members, and offers of free rooms, slot tournaments, meals, and more are common.

One way to judge a players club is by the quality of service when you enroll. Personnel should politely answer all your questions (for instance, is nickel play included, and is there a time limit for earning required points?) and be able to tell you exactly how many points you need for various bonuses.

Maximizing your players club profits and choosing the club that's best for you is a complex business. If you want to get into it in depth, order a copy of Jeffrey Compton's The Las Vegas Advisor Guide to Slot Clubs ($9.95 plus shipping), which examines just about every facet of the situation (tel. 800/244-2224). Compton gives high ratings to the clubs at Caesars Palace, The Mirage, Treasure Island, The Flamingo Las Vegas, Rio, Sahara, Sam's Town, Four Queens, Golden Nugget, and Lady Luck.