I have found that if anything, comps and future invites are more frequently offered when you are winning than when you are losing. Sounds strange, but when you think about it.... the casino wants your continued play so the long-term odds will eventually work in their favor and the money ends up back in the dealer's tray. The best time to ask for a comp of any kind is when you just had a big win!

Regarding credit line, I believe it does matter. I've had discussions with a host about the kind of comps I'm entitled to and found that, at least at Venetian, a $5k credit line is not normally entitled to limo service. I'm sure it depends on the casino, and of course as Gene says, you are expected to play to your credit line if you want comps to continue at the expected level. On a case by case basis, anything is possible. Just remember to ask nicely (I got the limo).

A comp is a gift, not a right.