I don't think this is Vegas, but I think it is the entire country for table service restaurants.
$3 for coffee, tea, and soda at table service restaurants is not uncommon, but $4 is on the high side. As far as the server asking if you want coffee, I think thats a pretty standard "would you like fries with that" line intended to extract more money from customers, but nothing to take personally. If they ever say they don't know or "can't recall" the price of a drink, its because they know its high.
In a few places where I am known, the servers regularly forget to charge me non-alcoholic drinks, and I regularly add a large portion of the savings in the tip I leave them. Earlier this summer I took my family for my first ever visit to Market Street Cafe at the Cal where I was totally unknown, the server who I never met before told us he wasn't going to charge us the extra $3 per person for salad bar, and it went very well towards his tip. (I am really going to miss Boyd properties...) I never flagrantly offer a higher tip for a server comp, but at $4 a cup of coffee, I suppose it would be OK to just say you like coffee but $4 isn't in your budget. I wouldn't be surprised if they comped it, and if you left a decent tip you might be remembered and continue to get it comped by the server.