Concierge services are one of the most important features of any Casino/hotel property. Yet they are largely ignored or unused for fear of their cost and perhaps they are only there for the rich and famous. Have you ever seen folks walking through a casino with their luggage and struggling to find the elevators? Oh, sorry were you one of those people?
Let me clear the air now. The concierge should be your first stop and especially if you are arriving before check-in time. Let them take your bags. They will place them securely on hold until you get your room and then they will bring them to you. We tip $1 per bag on both drop off and when they are delivered to the room. That isn't too much to pay to ensure they are taken care of so you can go and play for a while until the time is right.
The next piece of good news is that they can schedule shows, cars, dining reservations, club reservations, golf, flowers, wedding tips, and offer the best ideas of what to do and see in Vegas. Their price is steep - it is free. I usually give around $5 if I ask for reservations or some thing that I really feel they helped with. If they are unfriendly they don't get much. If you ever feel inconvenienced or disrespected do not leave a tip. They are the face of the hotel and helping you is why they are there. So please stop worrying (if you ever did) and use them. Some cultures are not into tipping and we understand that. If your culture or heart tells you not to tip, you will still get the help you need.
You can call directly downstairs from your room with a simple button on your phone. You don't have to pay for this service, so use it. In person, it is a good idea to leave a tip and they appreciate any amount you can spare.