The only rule I apply when I'm choosing where to gamble is don't go where the tourists do, at least not for serious play. The entry costs are higher, the odds tend to be worse, and the entire set up is designed to part the unsuspecting and often drunk from their money. The urge to shout at some of the players for bad play, mainly because I could have won with that hand, just makes it harder to concentrate.
Monte Carlo might be nice to visit once though, if I was ever rich. Wonderful beaches, from what I've heard.