Well, if the win is say in the single digit thousands or maybe double digit thousands cash is fine, but my wins especially spread over a trip are much higher so I'm not going to pull that much cash out, all I'd have to do is deposit it right back into the bank. Plus just storing that much cash becomes a problem, you'd have to keep getting a larger and larger safety deposit box at the hotel (the in room wall safes at some of these hotels are rather small).
So I generally get a check and also for quarter or so million wins I've asked for a wire too.
I have pulled as much as $100K out in one session for a win,
but usually anything over twenty or so K I ask for a check, and I've gotten checks for under 10K wins too.
As mentioned, I play credit only. I might come to Vegas with $1000. cash, but that is just for tips or minor expenses.
I pull markers from my lines. When I get a check, it represents a net win after paying all markers off, obviously.