Depending on your style of play, some of these methods may not be appropriate. But for low to mid-stakes players, most should apply:
1) Sign up for the player’s club everywhere you go. Use the rating card when you play. You'd be surprised at the amount of free stuff which comes in the mail just for being in the club. Free meals and free rooms are routine, especially during slow times. For example, I have never played a slot machine or video poker machine at the Riviera in Las Vegas, but I asked for a rating card while playing blackjack there a few years ago. I have played less than ten hours in that casino overall, but I still get free room offers in the mail.
2) Play video poker if you can find decent pay schedules. The points rack up and more freebies come your way.
3) Treat the pit crew and the casino hosts in a friendly manner. Stop and talk with them, making sure to at least give them a friendly nod whenever you see them. If you are counting at the table and a pit boss comes by to chat, stop counting for awhile, flat bet and share some stories or jokes. Goodwill is a valuable commodity in many ways, not the least of them being comps.
5) Ask and you shall receive. I don't play at levels high enough to "officially" get the full RFB (room, food and beverage) treatment. Once I have established a record of play at a casino I want to stay in, I will only make my reservations through a casino host, not through the regular reservations desk Usually, I will get a basic room comp. The food and beverage comps I get while playing, asking the pit boss for a comp after showing them around a half-hour or so of play. I have never been refused such a comp when doing this, and the end result is the equivalent of a full RFB comp. I also ask for show tickets in a similar fashion.
6) Consider some "advanced" tactics while playing video poker or certain advantage machines. Card-pulling still works in some casinos -- that is, removing the player’s card, mid-hand whenever, for example, you get a pat three of a kind or higher before the draw. Then play one more hand and reinsert the card. It makes the player look like a much bigger loser, and in casino parlance, "big loser" translates into "good player." If you are playing a blackjack machine for comps, you may want to consider card pulling on high percentage hands, such as 10 or 11 versus a 5 or 6.
All these things said, I don't "play for comps." I play for money, but using the tactics described above can go a long way in getting the most bang for your buck. Every dollar you don't have to spend on rooms, meals and other entertainment is a dollar for your bankroll.