Like everyone else, I would say look around and see what you like most of all and start there.
My collection started by accident as well with a trip to Vegas in my early twenties with my best friend. He had never been there and did not realize how big it was and how many casinos there were and thought he could gamble in each and every one of them for the few days we were there. I laughed at him because I had been a few times when I was younger but liked the idea of leaving with something to remember the casino with. So as he started his search to gamble in every casino, I went searching for a souvenir that I could find at each casino and ended up collecting a $1 token from each casino we went to. When we got home, I had about 20 different tokens and a handful of chips that went into a box and were forgotten about for the next 10 years.
When I started to collect the second time, I had the dumb idea that I could buy a chip from each casino that ever existed and after buying my first price guide realized that will never happen during my life time. So at that moment I decided that I would collect any Nevada chip I could get but focus on the two towns I spent the most time in: Wendover and Mesquite. Over time, I have been able to get a fair number of these and since expanded to smaller towns throughout Elko county.
There are some disadvantages as well, because the more that I get into the history of a place; or town, I start to collect more items. So now I collect chips, tokens, 'free drink/spin' tokens, state tokens, cards, dice, room keys....I have to say that I do love it and hope to actually make some finds that are not in the price guide or other associated sites.
So to round up my ramblings, find what you like and go with it and there are many helpful people on this site that will give you great advice and suggestions if you just ask ask.
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