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Agree with Moo. If coming to the US you do not want the casino to know who you are so you don't want to give ID to cash checks. Here in the US you can get Traveler's checks free by being a member of AAA or sometimes other ways. In many places the exchange rate for TC is better than the rate for cash. Also, in many countries the casino will sell you back your original cash at the same rate they got it from you.
One idea I have used in the Caribbean is to wire the money to casino A and stay there on a comp playing in a manner that will not get any heat. Using some of that money to play at other places on the island. But there is a problem with that as well. The islands are small places and they communicate. If you are winning at a casino they will probably find out where you are staying and get the info on you from that casino. I once had the casino manager from Casino A show up to watch me play at Casino B. He asked me why I was spending so much time at Casino B when he was comping me at Casino A.
By far the best idea is to establish a network so when you go to a foreign country you can do cash transactions with a local.
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