There's 3 casinos in the Niagara Falls area.
One casino is in the USA - Seneca Niagara. It's OK, kinda smoky, VP schedules that aren't very good, and an OK buffet.
The Canadian casinos (2), are close to each other, and just over the border (bridge).
The newer Canadian casino (Fallsview), is pretty nice, but again, pretty lousy VP schedules, and a lousy buffet. The other Canadian casino (Casino Niagara), is the oldest of the 3, and is alright, although I haven't been there in a few years.
I have no idea about casinos in the Finger Lakes area.