Londontown.com have an interesting but confusing offer...basically if you book through them then find the exact same deal cheaper somewhere else and can prove it, they give you £100. Yes, even if it is a 30p difference, Londontown.com give you £100. Might be worth having a look.
Cheap hotels...look at the "Sussex Gardens" area. Also, it might be worth hitting Google Street View and checking areas around the casino for hotel names, then use the net for details on them.
Cheap rail tickets...first point; check out advance tickets. After this, try breaking your journey and buying day singles there.
Coaches: Try the Megabus.