Welcome to the board!
If you're going to be in Vegas for the winter, you have plans to stay somewhere. Pick a place or places that offer good VP (as shown on VP Free) and are relatively close to where you are staying. Certain benefits such as free rooms won't figure into your equation if you have a place, but cashback will and food comps and quality might. I would get bored playing at just one place all winter. Would you?
Most of the people on this site are tourists. Although you can't show a Nevada driver's license, which may be required for some promotions, in most other ways you'll be a local. Many perks we covet, such as lounge privileges and suite upgrades, would not appeal nearly as much to a local as they do to some of us. Also, being a local opens certain opportunities that tourists can't take advantage of very well and might not even be aware of. Where you play a certain day of the week might be influenced by specials you can find in the newspaper or on a casino website. Get in touch with some locals to see what they suggest.