Some pay cash back. Some offer comps only. Although these clubs do change periodically, for the most part they stay the same over time. Therefore, this is primarily a one-time learning curve. The reason this is important is that slot club cash back can be added to the percentage return that the games offer.
Casinos regularly offer double and triple points.
Casinos offer drawings where they give away a lot of money. Smart players take advantage of them. In Gaming Today, Kristin Anthill has an informative column. Jeffrey Compton and Jean Scott are the top two people who publish this information. The slot clubs themselves regular publish information about what they are giving away.