As a member of Grazie and Club M, I can definitively say that there are a couple ways of looking at this:

1. If you do not have a casino host, comps will be much harder to come by. Even if you get a "player development" host, it helps a ton. This is especially true at Venetian/Palazzo because the mailers tax your comps much harder than a host does. PD @ Venetian is Evelyn Morenzi, I believe. Mirage's PD may be Jason Curtis, but I haven't spoken with him in a long time, so could have changed. If it is your first time even, go speak with the PD hosts.

2. If you play table games and don't play $150+ p/h and average 6+ hours on the tables each day of your stay, don't go to Venetian/Palazzo and expect RFBE (room/food/beverage/entertainment), and with Mirage, this number is closer to $85 or $90.

3. If you play slots, don't expect nearly as much out of MGM properties as the others named. Harrah's properties are by far the best for the slutters.

4. Pick two casino families (wynn, sands, harrahs, mgm, etc) and stay exclusively only those two. When you head to Vegas or anywhere else, play them against each other for your business. If that doesn't do the trick, stay at one and gamble at the other. Then take the free offers from the one you gambled at the first time, stay in their hotel, and gamble at the other. I did this for some time until really dialing in to MGM and Venetian/Palazzo... JMHO