Any place that's safe! Some casinos (Palace, for example) require a key card to use the elevators to the hotel floors - probably want to avoid that one. There is a good mix of hotels and casino hotels in Gulfport and Biloxi - lots of choices.
I have my favorite Casino that I almost always stay at. If I find the rooms way to high when they are having a concert of some other big event I choose an up scale hotel chain.