I all depends on the casino
For "real land-based" (B & M) casinos, in the USA you will find the best overall playing conditions of anywhere in the world. Whether it's Vegas, Biloxi, Atlantic City, Shreveport, or anywhere else that has casinos the important thing is to know what to look for.
For example, at Harrah's New Orleans, a gigantic casino and a HORRIBLE place to play you will commonly see on a single row of Video Poker machine, for example Double Double Bonus Poker, a couple pay 9/6, maybe a couple more that pay 8/5, and you will see the complete sucker machines at 6/5 right in between those. Blackjack game conditions continue to get tougher and tougher to beat at ALL casinos, however, good game conditions are still available almost everywhere if you have the patience and persistence to find them, however you will not find a good blackjack game at Harrah's New Orleans. For that, drive an hour and a half to Biloxi where you will likely find some of the best Blackjack playing conditions in the world if you know what to look for.
As for slots, since I'm an American and I am generally limited to RTG--IMO you will find actual RTPs that EXCEED those of most RTG sites. Again, you need to know where to look and what to look for.
I live one hour away from what now claims to be the LARGEST CASINO IN THE WORLD. Winstar Casino just over the border (the Red River) to Oklahoma. I would be surprised if there is a single machine of the many thousands in the entire place that returns more than 90%. I suspect this is the case at most all of the OK Indian casinos.
Forget Blackjack in Okla as you must place an ante bet of 50 cents or $1.00 for every single hand. This puts you at a disadvantage of well over 10% unless you are betting $200 to $500 per hand and most games are dealt from continuous shoes.
More than any of that however, as Winbig pointed out--at the B & M, you can cash out and GET OUT! For me this makes ALL the difference. The vast majority of the casinos in the states take good care of their players and are VERY generous with free rooms, meals, and many extra perks--even for relatively modest play. If your action a bit higher, you will NEVER pay for a room or a meal.
I have not posted on CM in a few months. My Online gaming over the past 4 years has without question caused me a great deal of harm. I get no enjoyment from it and almost never win. I have curtailed my play but have not yet eliminated it.
Since I have been so caught up in online gaming over the past 4 plus years, I have not been to Las Vegas once and to other destinations that are closer only a few times. I really wish I had not started back with online play 4 years ago.
If you are not enjoying it, if you are losing more than you should, if you find yourself rarely withdrawing, I strongly suggest you stick with Brick & Mortar casinos or simply stop playing all together.