Many of the off strip properties/downtown are a lot more generous for comps compared to strip properties...then again cost of a hotel is generally less too. Sometimes it can be cheaper to gamble and end up with a small loss and get offers for the future..but I wouldn't bank on it especially at more expensive properties. But, if you are going to gamble anyways you can stretch your dollar further doing it away from the strip.

There is one place I've played at in the past in that I always seem to end up posting a small loss every trip...and they keep inviting me back with open arms with free nights / food offer. Another one did the same thing until I booked a decent win during one long session at the tables, and then the offers completely dried up. So sometimes it can be more than just your expected loss if your results are following a pattern.

Also I'd highly highly suggest not to try to play any sort of AP blackjack just to get comps, thinking you won't lose money because you have the advantage. There is tons of info out there on other forums if you want to learn more.