I started with decks of cards. I mounted a card on posterboard and put it in a frame - they look nice, and there's tons of memories scanning the 6 different displays I have.
But then I realized that many of the smaller places (and some of the bigger ones...I'm looking at you, Encore) won't sell the used cards. So, I added chips to my collections. I have a fairly massive collection of those - had to track down several on e-bay from casinos that are long gone.
I also have a small shelf of miscellaneous items - Riviera mugs, a cup from Tuscany, glass ashtray from Hard Rock, etc.
The latest endeavor for me is slot club cards. It's a little tougher amassing a collection of these since so many casinos are linked today. But they look really neat mounted and framed as well, so I keep getting new ones where I can.
One thing that looks like it could look neat if displayed properly are dice...but they look a little harder to come by and are a bit more expensive. Someday, I might start that one up...
"And you run and you run to catch up with the sun, but it's sinking, racing around to come up behind you again. The sun is the same in a relative way but you're older, shorter of breath and one day closer to death." - Pink Floyd, "Time"