If you plan to return to Vegas at all, AND you plan to gamble, get a players card, even if you're playing penny slots, or even if you may not know if you are going to gamble more. Many casinos give you perks as soon as you sign up such as free drinks, match play coupons where, for example, you play $5 at craps or blackjack and they'll cover an additional $5 wager, or even things like decks of cards or other souvenirs. Even if you're not a heavy gambler, the players clubs will often send you offer emails with things like discounted or free rooms, so no harm in signing up and potentially saving some money. Keep in mind that many casinos are linked by the same rewards program, such as "Total Rewards" serving most of the Caesars/Harrah's-owned resorts like Caesars, Flamingo, Planet Hollywood, etc., or "MLife" serving most of the MGM resorts like Mandalay and MGM, so no need to sign up at more than one if they're linked.
I've found that the Fremont Street casinos often have fun sign-up bonuses, such as Four Queens, who not only gives you two match-play tickets but also a deck of cards and a blackjack and craps calculator to remind you how to bet if you haven't memorized it yet.
Additionally, some resorts aren't just in Vegas, so if you are a Total Rewards member, you can also accumulate comps, or redeem them, at their resorts in other locations, such as New Orleans, Mississippi, etc.
My final word of wisdom; if you do gamble, charge everything you can to your room, whether it be dinner, a show, booze, etc. The more you put on your room, the more your rewards program is going to know you spent, and it will be credited towards your profile. At the end of your visit, see a casino host, they may be able to give you some type of kick back based on your play AND your spend at the resort's restaurants. If you have a spouse or significant other, have them get a card as well since you won't be tracked together, even if one of you is providing the playing chips for the other; the host will be able to combine the two levels of spend and you may see some kind of compensation based on it.