As for bags, I have a Tamrac Rally 5 messenger bag that I love, LOVE:
Amazon.com: Tamrac 3445 Rally 5 Camera/Netbook/iPad Bag (Brown/Tan): Camera & Photo It holds my k-5ii, DA 40mm Ltd., DA 70mm Ltd., an FA 35-70, an FA 80-210. There's another pocket where I keep my blower with some extra space. It could hold a speedlight (if I had a speedlight). Behind all this, there's an interior pocket that holds my owner's manual and lensbrushes. It can also hold my kindle if I know I'm going somewhere where there might be a waittime. There's an open pocket on the back, but I rarely put stuff in there because it's open and I'm afraid I might lose it. On the front, there's a zippered pocket that holds an sdhc card wallet, a remote, I can stuff my wallet in there too. On both sides, there's an elastic-y water bottle holder pockets. It holds a lot of stuff, yet it is still compact enough and light enough to carry all night. Also, it's pretty highly configurable. The inserts have very strong Velcro to move and configure as you wish. Finally, it's inexpensive and kinda doesn't look like a camera bag.
I wouldn't use a rapid-strap kind of sling in Vegas; I'd be too paranoid about bumping into things or people.
Finally, you SAY you might not need fast glass because you can bump the ISO up. And that's true...to a certain extent. You may be over-estimating the amount of light in casinos. That is, for a hand-held shot that doesn't offend patrons or draw ire from security, I often bump my ISO to 3200 with a wide aperture so I can use a fast-ish shutter speed: Then I frame/compose in my mind's eye, whip the camera out of the bag real quick, shoot, stow it real quick. Outside, I may have more time to compose, but if I want a street-photog kind of shot, it takes fast glass and fast action.
And not to threadjack, but Birddude, I have almost the exact same shot of the Wynn (you're first photo) and wished I could have made it down to where you took the second photo of the Wynn. We just didn't have time.