If you are only going to take one or two, then make it a point to give a roulette chip to the waitress as a tip here and there. Make sure you say to the dealer "Is it okay to give these as tips?" They always say yes! Then, they just assume the chips are with the waitress. BUT...make sure you leave right after you give the next tip.

Some people do things like dressing in non descript clothing that makes it harder to spot you. Some I have heard, will wear a bright colored reversable windbreaker. Then they go into the restroom and take it off and put it in their fanny pack.

As Greg mentioned...the best way is to take a full stack of 20, and leave when they do a dealer change. Since I've done it this way for the last three years, I've not been stopped anywhere. Prior to doing it this way, I was stopped a number of times...mostly on riverboats.