Tunica
Stanford Wong says: "When we talk about casinos in Tunica, we actually are talking about the city of Robinsonville, in Tunica County, MS. There also is a city of Tunica in Tunica County."
That is technical information however I think all will continue to use Tunica as the place where the casinos are.
Basically anywhere you can get a free room is a good place to stay. I like to stay at Harrah's. There are free shuttle buses that go to all the casinos if you do not want to drive.
The link below will give you more information.