Mike,

I have gotten into the habit of slipping chips into my pocket when dealers aren't watching.

Although i haven't had a problem with places not wanting me to take chips, in a conversation I had with a credit guy at a casino he showed me on the computer that they were tracking wins and losses. The guy at the pit would record your buyin and and then what you left with when you colored out. This would go in the computer.

So I pocket chips to hide my wins. This is easy at a craps table but can be done at a BlackJack table.