Most bars have players club systems that award bonuses for hitting a specified card combination, e.g., a 4-of-a-kind in the card of the day. However, you usually have to be logged into that bar's system to be eligible. You can play without being logged in, but you diminish your expected return if you're excluded from getting the available bonuses. The best thing to do when you aren't a member is take a minute to join the club. Then you're eligible and everyone's happy -- plus you have a chance of getting mailed offers from the bar. But if you don't feel like filling out papers at that moment, or it's a place you almost never go to, you can also ask for a "bar key," which means the bartender uses his own, or a community key, to log you in. It's very much acceptable to ask, though the response may vary from place to place. While most will log you in without a thought, others will ask (or even insist) that you join. After all, part of the reason for the bonuses is to entice you to give up personal information for marketing purposes, so it's understandable that they'd prefer that.
This is never a concern in bars that use the Gambler's Bonus system, since you log in using the keypad on the machine with a username and password that works everywhere that Gamblers Bonus is installed. However, the ETT bonus wheel (the one that plays "Spinning Wheel" by Blood Sweat & Tears when you hit it) requires that you log in with an encoded key, and in this system you have to join at each individual bar where the keys are used. Not too long ago that meant having a different key for every bar. Today you can use the same key at multiple bars, but it still has to be encoded one at a time.
One more thing: One bar we know of insists that you can't win the wheel's largest payout of $1,000 when you use a bar key. That's not something we've been able to confirm and in every other bar we've asked, we're told that's not the case, but it could be a house policy in some places. Hitting the $1K is such a rare event that it almost doesn't matter, but ask before you play if you want to be sure you're eligible.
Bottom line, just as you should always use a players card in a casino, you should likewise be logged in when you play in bars. Go ahead and request the bar key if you like, but be prepared to take a few minutes to join properly if necessary.