Make sure to bring a photo identification such as a driver's license or passport to prove you are over 21 years of age. It is often requested when you order alcohol and when entering the gambling floors.
My wife has been approched numerous times by security and asked for I.D. It's their job, so have your I.D. handy.
Luggage and bags:
A small overnight bag or a rollaboard.
Clothing/Shoes/Weather Gear: I like to keep it simple with jeans and a nice shirt or buttondown. Liz normally wears a dress with flats or a pair of heels. The casino is often cold due to the A/C so liz always brings a sweater or a shrug to cover her arms.
Toiletries and Medical Supplies: Contact lenses, solution, shampoo, deodorant, tooth brush, tooth paste, aspirin and hair gel.
Photo Equipment: My camera of course