Simon...

One thing that has worked for me is to have a partner work with you, but only work with a partner and in places where you can buy a rack out of the cage as opposed to the table. If you are by yourself, it can be a little harder.

It's simple... buy a rack of chips, pull off what you want to keep and then hand the rack to your partner to take back and cash in. You have to be discreet about it and do it out of the way of the cage. The partner isnt familiar to the cage, and saves lots of time when trying to hit multiple places.

This avoids the possibility of sitting down and getting up after a hand and being asked to color up at the table, sittting down and getting on a run (which is good) and taking up harvest time or worse, taking a beating and losing more than you wanted to at multiple casinos while harvesting chips. It also avoids the stange stares when you start poketing $1 chips.

It's worked for me... but I get more enjoyment playing and taking my collection from my winnings. It all depends on timing and how much time you want to invest.