I think you'll be fine in a non-smoking room. But you're going to have a hard time walking through any casino
In my experience, I don't generally smell a lot of smoke in the air in the Wynn/Encore casinos. Obviously that varies minute by minute depending on the crowd. You should probably avoid Caesar's Palace & Harrah's.
Comps will be based on your play, not based on the credit card you used for the reservation.