El Cortez seems to have the best prices on the net. Tower rooms are nice but a little worn. The tower rooms are very spacious, probably the bigger ones downtown. The problem is that the entire tower is non smoking. The older pavillion suites are smoking but not as large as the tower rooms. The El cortez is a little out of the way of the downtown action, while it is safe some women would rather stay in hotels directly on or around the fremont street experience. their flame restaurant I heard was pretty good. Their cafe isn't the greatest, service is a little slow and food is okay but not great. The casino is a little on the smoky side. pit crew on the craps table were a little rude at times. The pit boss was a jerk, everyone saw what was going on but the boss still acted like a jerk. Parking is self serve and free (valet service is available). there are security guards outside, one on fremont street facing the fremont street experience to make you feel safer. this place is probably the best deal due to the low rates.
As others have said, the fitz is a budget, low fills hotel. If you're just looking for a place to stay then the fitz will fit the bill. their dining area isn't that great, I walked in, looked at the menu and food and walked out. The casino was okay but not very busy. If you don't valet you have to validate your parking (might be free for hotel guests, not sure how you get in and out though).
The 4 queens is also a low frills hotel. I didn't like the attitude of the pit crew on the craps table, not very friendly and impatient (seems they just wanted you to finish playing and move on). The rooms are also decent but no real amenities. There are some fast food places there, their restaurants are also decent. You have to validate your parking, you may even have to pay for parking even if you are a hotel guest, esp if you don't valet.
The fremont is a quaint hotel. One of the elevators open right up into the casino. The rooms were renovated but small. the bathrooms are also small, the shelf to hold your stuff was also small, I was always afraid my toiletries would fall into the toilet. The casino was okay. Pit crew on the craps table were hot and cold, some were great, others weren't that good. There are numerous places to eat, a lanai area for "fast" food (chinese too), with a dunkin donuts, tony romas, they have a paradise buffet that is okay if you like buffet eating. they also have seafood night at the buffet, I think on fridays and tuesdays. No self serve parking, only valet parking available. parking lot is a sardine can but you don't see it because the valets take care of you.
The MSS is one of the better hotels downtown. Rooms are also decent. the hotel doesn't offer many amenities. Parking is usually open and free most of the time (no validation needed, just drive in and out). the higher ceilings make playing the tables there more relaxing. craps tables offer 20x odds, best downtown. the buffet is one of the better ones downtown. not as good as most strip buffets but the food is decent. the 777 brewpub offers good brewski's and good food. the one drawback is that the MSS is a couple of blocks away from the fremont street experience so you have to walk a couple of blocks to get to the downtown action. Still out of the hotels mentioned I would rather stay at the MSS over the rest if they are priced the same. Most of the time the MSS rates are higher than the el cortez, 4q or fitz though. Note: many hawaii people stay and gamble there.