The ideal situation is to keep a stash of chips for the regular casinos that you play at. Another idea is to buy chips at the craps table - place a few bets and then move on like an anxious gambler. If you're playing green chips, I don't see any problem in buying in for $500. That's an appropriate amount for a $25 or $50 min table and shouldn't raise an eyebrow. The idea of buying at the cage is interesting. I've never done it, because I've heard some casinos will allow and some won't allow it. So I was concerned that since it might be out of the ordinary, it might raise my profile.