Hi, I've stayed at the Casino. Can't remember if there's a dress code or not. It's nice to dress up for both anyway.
The shows are great and well worth watching (be advised the girls are sometimes topless in the show). When you check in they will probably offer you a deal on an evening meal and show together. This is what we did and had a great time.
The casino was a let down. I think there were more staff than gamblers so it lacked atmosphere. There might be more of a 'buzz' in high season though.
Try the Italian across the road (La Dolce Vita)
One last thing. Make sure you specify a sea view room. If you haven't, try to confirm an upgrade to sea view before you go. You will regret it if you're that close to the beach but have a view of pubs and restaurants.