You get the best chance to win in Vegas, not everywhere in Vegas, but there are spots that a good player can get the house advantage down under 1%.
The one advantage the player has in any casino is the ability to walk away up. Manage your bankroll, play the right way, at the right place, at the right time, you should do okay. Thankfully the vast majority of gamblers don't do any of those things and get their asses kicked, keeping casinos open.
Many thanks to all the morons in the world who refuse to do 10 minutes homework before playing.
Yes, the best thing you can do is play everything by the book (e.g., if you're playing blackjack and the dealer is showing a 6 and you have a 12, then don't hit!), then leave the table when you're up. If you sit there playing with a stack of winnings, I can almost guarantee you'll give it all back to the casino. And if you have big winnings, they'll comp you free rooms because they know that if you stay, you'll gamble more and end up giving all your winnings back.
They say that the game that has the least advantage to the house is baccarat, but that game is mindless and boring as ****... I like the action of blackjack, but you can blow through a lot of money in no time if you're not getting the right cards, but conversely, I've also won big money playing this. One time I was using a money management system that would dictate how much I would place on a hand, and it was based on whether my prior hand won or lost. Well I went on a pretty big streak and the system dictated that I start placing $600 and $1,200 bets down, and that's when the pit boss and other employees started watching me. I'm pretty sure they thought that I was counting cards (which is not allowed) due to my betting patterns, but eventually they knew that wasn't the case. If you just wanna slow play everything and enjoy some drinks and conversation at the table, then Pai Gow is ideal. You can sit there for a long time without losing (or winning) much of anything.
But this was all in my younger days. Now that I have a family, I value money much more and would never do shit like this again. In fact, whenever I'm in Vegas now, it makes me a little sick inside to see people gambling money away, and I'm a little ashamed that I used to do shit like that. Now, a much better time for me would be to enjoy some drinks at the sports book, watch a bunch of games, catch a show or two, and enjoy the many different world class restaurants they have there. Oh, and the eye candy is unbelievable.