Carrying cash to and from Las Vegas or a casino.
I don't carry cash -- anything more than $200 -- with me to a casino. I have a credit line set up, or I go to a casino where I can cash a check. At certain casinos, I can use my ATM card without any fees -- either from the casino or from my own bank.
If I am fortunate enough to win any kind of significant money -- I ask for a check. I am not going to gamble with cash in my pocket either walking around Vegas or driving home. There are too many stories about pickpockets, crooks following winners home and robbing them, assaulting them on the road, etc. And we all just heard about the "winner" who dropped $10K in envelopes at the LV airport.
If I have a big winner during my trip (unfortunately this happens much too rarely), I put the winnings either into a safe deposit box at the casino cage (never my room safe, as I don't trust them) or I put it on deposit with the cage.
What do you do?