Katie,

I often do that, not to get regular chips, but to get the roulettes I see on their tray sometimes. Much cheaper than playing roulette to get them!

Some casinos are "chip friendly" and some aren't. For example, in Biloxi, at Treasure Island, you can walk up to the cage and buy any chip you want to. They will even go in the back and dig out the older commemoratives for you. But head to the back bay and try to buy chips from the cage at Boomtown and they will tell you to buy them from the tables. I usually find a table where no one is playing and buy chips there.

Greg