Yes, Bellagio does suck with comps,
However, MGM Grand, Mirage, Venetian, and Treasure Island, have been fairly generous to me. I've even gotten 2 stays of 3 nights each at the Wynn. The rule is generally four hours of play at $25 per hand per day. As you play you earn points. It doesn't matter if you win or lose since they expect you to lose in the long run. The points then dictate what you get in terms of rooms, meals, shows, etc. Best is to try to make bigger bets when the pit boss is eyeing your table and calculating average bets.
Mandalay Bay gives a casino rate discount but they are kind of tight like Bellagio. If you play enough during your stay you may qualify for a full comp. When they send their offers the casinos usually give 3 comped nights, most easily used Sunday through Thursday night. Weekends are tough to get but not impossible.