Depending on the state, you may be able to purchase chips directly at the Cashier's Window. In Nevada, there's no state law prohibiting it, so the each casino can decide their own policy - so if you're in Vegas, you should definitely approach the Cashier's Window first. In New Jersey on the other hand, state law prohibits the sale of chips at the Cashier's Window so you will definitely have to purchase them at a gaming table. If you're not sure of the state law, always ask at the Window - all they can do is direct you to a table. There are a couple of reasons for casinos not selling chips from the Window, not the least of which is that if you're buying chips at a table, you generally feel obligated to sit down and a least play a little at that table (thus giving the casino a shot at your money). Also, casinos like to keep the transactions one-way at the cashier's window for security reasons.
If you're required to buy your chips at a table, look for a table with chips of the denomination you're interested in - you don't want to sit down at a $5 table if you're hunting $1 chips.
Also, if you happen to be playing a cardgame such as Blackjack, look for a table that is approaching the end of the shoe. If you buy-in right before the end of the shoe, the re-shuffling of the shoe gives you the perfect opportunity to get up and leave the table without having played more than a hand or two.
If the casino is not crowded, I'll also seek an empty table with a dealer waiting for someone to play. I'll then simply explain that I collect casino chips and would they mind selling me the chips I want. I've always gotten good results like this because they're not busy and it breaks the monotony for them.v
If you do buy-in at a table, be careful that you select the chips you want before you stand-up to leave the table - especially if the table is busy - because the dealer will likely ask you to "color-up" if you have very many chips at all. To "color-up" means to trade your $1 chips for $5 chips or your $5's for $25's, etc. They do this to keep from running out of their lower denomination chips. Believe the voice of experience - you don't want to be asked to color-up at a busy table if you haven't selected the primo chips out of your stacks before-hand. The other players will not appreciate the delay of watching you sort through your chips picking out specific chips, and you'll likely be the subject of several rude comments.v
However, if you are lucky enough to find a casino that will allow you to purchase chips at the cage, purchase a "rack" of the chips you're hunting if you can afford to (a rack usually consists of 100 chips). Then you can take your rack to a casino restaurant or bar and sit and sort through the chips at your leisure selecting the primo chips. Then, when you're done, return the remainder and cash them in to get the balance of your money back.
Contributed By: Ralph Myers