A certain amount of paranoia is always prudent IMO. The best advice was advice I received from a policeman friend of mine: Avoid places where you feel the need to carry a gun. I try to. This advice, of course, only goes so far, especially if you gamble frequently and habitually carry large sums of cash. I have been known to carry a concealed weapon, for which I have a permit, but I am not saying I would not carry it even in jurisdictions not covered by my permit. Better to be judged by a group of 12 than carried by a group of 6. I know it's an old cliche, but it has a certain ring of truth to it.
Of course in the casino scene there are countless other precautions that can be taken. These have been spelled out in detail in threads in this Forum.