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Check out The Frugal Gambler by Jean Scott (there is also a sequel) for tips about taking advantage of comps. The Bellagio isn't the best spot for this most likely- it takes a ton of higher money play for them to even care. For instance, you can't even get your table game play rated unless you are playing green chips or more.

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Thank you for the advice! Where would you suggest playing in Vegas that has the most smaller buy-in tourneys and has a lot of smaller buy-in NLHM tables? Also - I wouldn't mind seeing a few of the big name players. I will be in town the 18th through the 23rd of this month.