Most non-Indian casinos require one to purchase chips at the table. And I believe (although I don't know for sure) that the casinos in Atlantic City require the purchase of chips to be from the table as well. During a recent trip to many of the riverboats, I found the same requirement.

Most of Las Vegas casinos, on the other hand, sell them directly out of the cage.

As I said, MOST but certainly not all adhere to the standand above.

Just ask and they will tell you what their individual practice is.

No, one does not have to play at the tables although I have had a few problem at some casinos (especially smaller ones) with just buying and walking.

And yes, one of the reasons they require one to purchase from the table is that possibly you will join the other suckers and play a few hands until you realize what your doing.