To expand on my (possibly over picky) needs, I try not to repeat my vacation destinations, with Vegas being the exception. I also like to wander among casinos, so a high concentration in a smallish area is good. I also like to get out of the casino when the burnout stage hits (or my bankroll is empty), so not being the only place for 50 miles is good.
Foxwoods & Mohegan Sun - been there done that.
Laughlin - been there twice and found it rather boring
Outlying Vegas - I learned from cheapovegas.com, so I've hit most of the dive and low roller places over the years.
Pacific NW - did a rental car run from SEA to SFO and hit many casinos along the way.
What about Central America, Puerto Rico, or the Virgin Islands? Costa Rica looks interesting, but the casino info I have found so far seems a bit outdated.