Value chips are one thing, roulettes are another. I have not had a problem taking any rack chips - in fact, I've had dealers searching through their rack for different LE's, or even a good condition ones and have never had a problem taking them out of the casino.

Roulettes, on the other hand, lead to the possibility of buying in for a small amount (each chip valued at $1) and then harvesting a few and coming back later, buying in at a larger value per chip (with the same color) - remember that the chip does not have a value associated until buy-in.

There are a lot of interesting threads in the chipboard archives on roulette harvesting.