This answer comes courtesy of author and all-around Comp Wizard, Max Rubin:
Usually not.
Slot clubs have a variety of "tiers" for rewarding machine players who sign up and give the casino some action. Some slot clubs start sending you offers as soon as you sign on the dotted line; it doesn't matter if you put a nickel through a machine or not.
Table games are a different story. Most hosts will tell you that you’ve got to show at least a little speed before they’ll even think about forking anything over. That doesn’t mean you’ve got to lose a lot, but you’ve at least got to hoodwink them into thinking that you’re worthy of comps (refer to my book Comp City, for tips on "looking like a loser"). You can churn a few markers, play on full games, hide a mess of chips, then cash them out discreetly and make the boss who writes up your rating slip think you’re a player.
A couple of less-than-sterling joints in downtown Vegas (try Fitzgeralds and the Lady Luck) might give you a discounted or free room for establishing a line of credit or putting up front money. But in most clubs, the hosts will run something called Central Credit to see if you have a playing history around Vegas and if you don’t, you’re history.
