Ken,
First, welcome to the Club! You came to the right place to ask questions! Folks on this BB are most helpful. So anytime, just ask away. I will try to help you where I can here.

1. The casinos really frown on taking roulettes from the tables. In fact you're suppose to exchange them for regular chips before you leave the table. BUT, there are other "collectors" here on this BB who might enlighten you in the "art" of roulette chip collecting!

2. In Nevada you can buy the chips directly from the cage and (unless they have changed) in AC you must purchase the chips from the tables.

3. I have no idea