Personal impressions of some off-Strip casino/hotels:
Palace Station (Sahara and I-15) -- Caters mostly to locals and travelers on I-15. This is the casino my younger brother works at -- he's a 'boxman' (the guy who sits in the middle of the craps (dice) table and supervises the game) on dayshift. Decent, reasonably-priced hotel rooms, good eats (Krispy Kreme on premises

).
Rio (Flamingo and I-15) -- Upscale, catches a lot of overflow from the Strip hotels and travelers on I-15. Hasn't forgotten its local roots either, though it's more upscale. Also caters heavily to Asian clientele; even to the point of eliminating 'floors 40-49' on their main hotel tower. (The number 4 is considered very bad luck). All rooms are suites, and it also has an outstanding buffet that has long lines going through the casino.
Palms (Flamingo and Valley View) -- Haven't visited the casino yet, but I've been told it's on par with the Rio.
Gold Coast (Flamingo and Valley View) -- Some wags (including myself) call this place the 'Mold Coast'; caters mostly to locals, mostly those in their late middle age and senior citizens. Decent casino, though.
Boulder Station (Boulder Highway and I-515/US 93-95) -- Sister hotel and casino to the Palace Station chain (the parent company is called 'Station Casinos'). Caters to locals on the east side of town, some traffic from the freeway.
Texas Station (Rancho Road and Lake Mead Drive) -- Another Station Casinos property, caters to locals on the northwest side of town. The epitome of every Texan stereotype you've ever seen. Decent casino, excellent buffet and restaurant. Awesome martini bar. Originally simply named 'Texas', then later became 'Texas Station' (I have a $5 chip from the grand opening.)
Santa Fe Station (Rancho Road and US 95) -- Southwest themed casino, home to one of the only ice-skating rinks in Las Vegas, sometimes used as a hockey practice facility).
Fiesta -- Rancho Road and Lake Mead Drive (across from Texas Station). Mexican themed casino, not bad, just got bought by Station Casinos, though I don't know if they'll tack on the 'Station' moniker like the others.
Sunset Station (I-515 and Sunset Road) -- Caters to locals living in the Henderson/Green Valley area.
Green Valley Ranch (I-215 and Pecos) -- More upscale and smaller casino than Sunset Station, also owned by Station Casinos.
Showboat (Boulder Highway and Charleston) -- Caters to locals mostly, not a very nice neighborhood at night.
The Reserve (Boulder Highway near Lake Mead) -- Decent casino, caters to locals in Henderson.
Sam's Town (Boulder Highway and Flamingo) -- Decent casino, western theme a favorite of locals and visitors.
The Orleans (Tropicana and Arville) -- Locals joint, New Orleans/Cajun/Mardi Gras atmosphere. Not bad.
Suncoast (Rampart and Charleston) -- Newer casino catering to upscale locals living in the Summerlin area on the far west of town. Not bad.
Jerry's Nugget (North Las Vegas Boulevard and Lake Mead) -- Strictly a locals joint for people in North Las Vegas, no hotel. Good chow in the restaurant, desserts are to die for. NOT RECOMMENDED TO BE IN THIS AREA AT NIGHT AWAY FROM THE CASINO -- this is North Las Vegas (aka 'North Town', home of the (in)famous 'Nasty Boys' (the North Las Vegas Police SWAT/narcotics team)).
Next... Downtown 'Glitter Gulch' casinos.