I would have suggested that also but it sounds enough like cheating that I have seen people act kind of squirely trying it. One friend last summer was doing it and I could tell that the dealer was watching him with puzzlement on his face. My friend would constantly be coloring up his chips and putting them in his pocket. When he ran out of small chips, he would get cash from his pocket rather than taking one of the other chips. Just looked kind of strange to me, and I guess the dealer. Don't be afraid. In addition to being part of increasing your comps, it is a legitimate type of money management. Some people, when they make back their original bet will take it and pocket it. Then when they have doubled their original stake, they will pocket that. If their luck continues, they will keep taking a little here and there.

Please correct me if I am wrong, There isn't anything wrong with taking chips and putting them in your pocket. Keep in mind that they are your chips and you can remove them from the table, with the exception of Roulette chips, I guess.

If you are caught, the worse that can probably happen is that they will adjust your rating as they notice you taking chips off. The idea is, for maximum benefit, to simply do this without getting noticed I recall watching a Travel Channel program where one of the experts suggested it. He put it that you simply fiddle with your chips. Most players do it. Watch poker as they riffle stacks of chips or jump one stack on another and another... Divide their stacks and put them back. Some people don't notice that they do it but a lot do. Myself? I divide my stacks into $25, $50 or $100 stacks and count one stack from time to time. That way, I can keep an idea of if I am up, even or down. When you have a lot of small denomination chips, color some of them up to a large chip. ($25 or $100 for example) This is good for several reasons. It helps you keep closer idea of how much you have, you don't have so many in front of you that you are knocking them over.... and, the dealer will sometimes appreciate it if he/she is running low on $5s for example. As you are playing with your chips just palm one of the hundreds or $25s and put it in your pocket. Don't take all your high chips off or they might notice. But, skim one here and there and it can add up.

Incidentally, to put this on topic somewhat, I do this for chip collecting also. I will riffle through my chips and check them as I am playing. Often I will spot a Special Edition or LE chip in the pile and will just pick it and stick it in my pocket. Same thing. Just take a chip here and there and slip it in your pocket.