I have 2 main resources for coupons for Las Vegas. They are the American Casino Guide and the Las Vegas Advisor’s Member Rewards Book.
The America Casino Guide lists for $18.95, but can be found for about $12 at most retailers, including Amazon. It includes information about casinos across the US and gaming strategy, but the main selling point of the guide is their coupons. Using just one or two coupons will typically make up for the price of the book. It includes some coupons that are good nationally (like car rental discounts) or are for some of the smaller gaming markets (like Florida and Atlantic City), but the main focus is Nevada and Las Vegas. The Las Vegas coupons range from dining, room and show discounts to free slot play and table game matchplays. It even has coupons for a few off-beat things like $100 off a Big Dig at Dig This! and 2-for-1 classes at X Burlesque University at the Flamingo. The full list of coupons is available here. I suggest it to most casual visitors since it includes something for everyone and is relatively inexpensive.
The Las Vegas Advisor’s Member Rewards Book costs a bit more, but you get more for your money. It is ‘free’ with an annual paid membership that cost between $37 and $53.50 depending upon which option you choose. The membership gives you access to the Las Vegas Advisor’s members-only forums and some online discounts in addition to the Member Rewards Book. I get one of these every year, but I only recommend it to people who are planning multiple trips or who know that they would be able to use enough coupons to make up for the initial cost. They tout their 50% off for up to $50 coupon for the Palms as a big selling point, but I’ve only used that coupon once in the past decade. I do use enough other coupons that it more than makes up for it. I always use their 2-for-1 for Cravings Buffet at the Mirage, free Ports-O-Call Buffet at the Gold Coast (with 200 points earned that day) and $10 off the Spice Market Buffet at Planet Hollywood. This year they added a 2-for-1 entrée at the Foundation Room at Mandalay Bay. I’m looking forward to using that one. They also have an assortment of hotel, dining, entertainment, and gambling coupons. The full list is available here.
If you are looking for totally free coupons, you are not out of luck. You can usually find little 24/7 Magazine and Vegas Values books in the back of taxis, Pocket Vegas coupon books at the Monorail and What’s On or Las Vegas Weekly magazines in your room or the hotel lobby. These tend to have lower value discounts like a coupon for another coupon book at the Miracle Mile Shops, $2 off at Tix4Tonight or $5 off admission to Madame Tussauds, but the coupons are totally free.