I got caught and was ask (no told) to stop by the Ass't Casino Mangager, I got 42 of 48 different chips in one night one of the pit bosses knew all I wanted was one of each color from each table.The next day he gave me the 6 I was missing.
Other than that time, I find if I buy in with $25 play one or times cash out putting one or two chips in my hand with other chips and TIPPING the dealer one chip, I don't get turned in. The secret is to tip the dealer.