If you're short on money and don't know a lot about gaming, stick to craps, Pai Gow poker (if you understand poker hand ratings, you're almost already good to go there) and nickel slots. The pass line on a craps table is about as close to eliminating the house edge as you can get. Slots, beyond being fucking boring, also tend to follow a pretty standard pattern: A) Put money in slot, B) Mash buttons, C) Realize that you now no longer have money because the number says "0."
Tip your dealers and the cocktail servers. Most dealers make much less than minimum wage, especially at the Iowa shitholes, and depend on tips to get by. You never have to tip if you're losing, but if you're winning and feeling good, the normal thing to do is put a small amount of money (relative to your bets -- a buck or two for most people) near the dealer and just tell him, "This is for you." You can also make a bet that's for the dealer on whatever game you're playing and give him the winnings if you win and keep your original stake.
There are usually rules about when you can bet and where you should put your money -- just make your best guess, and the dealer will always nicely tell you if you do something wrong. Some players will get pissed off at you in some games if you do certain things, but people who do that are assholes, so you can mostly ignore their opinions. However, please do shower once a day if you're going to be gambling -- no one wants to sit next to fucking Pig Pen for an hour, and keep off your fucking cellphone. Generally speaking, if it's something you can do in the line at Subway, go ahead and do it. If not, don't.
If you're playing blackjack, be mindful of some of the etiquette; many places won't let you "enter mid-shoe," which means you have to wait for them to put a whole new sheaf of cards into the little card dispenser (the shoe) before you can bet, but you can sit down and wait in the meantime. You have to signal your intentions physically -- wave your hand over your chips to stand, scratch the table for a card to hit -- but if you forget and just say "hit" or "stand" the dealer will remind you of this. (The reason you have to make the physical motion is for accountability on the part of the casino -- if you were allowed to just say "hit," then the dealer gave you a card and you busted, you could just scream and moan that you told the dealer you were standing. By having your actions on camera, everyone's on the same page.) The game is fast-paced, and the players can be mean to you, especially if you sit in the seat all the way at the left of the table (third base), but, again, ignore them. If someone gets pissed at you because you make a bad hit and take a card that would have busted the dealer, for example, just roll with it. Also, most casinos have little basic strategy cards at the tables that give you a rough idea of when you should stand, hit, double down or surrender (though surrender rules are pretty rare outside of the Vegas casinos nowadays).
Ultimately, though, the etiquette in casinos is the same as etiquette everywhere else: Don't be a douche, and ask questions if you don't understand how something works.
