You should have no trouble whatsoever obviously in getting the 500 for: I earned over 10,000 chips before the casino 'banned' me like the ones on the strip do. The achievements are all story-related and unmissable except for the one for collecting 500 chips, but you will almost assuredly get that one without trying, and if you don't have it by the time you're in the casino you can play blackjack for it. I'm not going to hold your hand step-by-step for this.

Trust me, it will save you some headache midway through. If you followed my main game walkthrough, this will already be taken care of. Make sure you have at least 60 Repair skill before starting this DLC, as well as a 100 Science. I let one of them get knocked over several times and they just pass out until the enemies are all dead, but they will do the lion's share of the killing for you. They can't die, only pass out, at least as far as I can tell. Let your companions do the fighting when they're with you. You simply don't have enough ammo or resources to fight every enemy you see at the beginning. You can run through a lot of this DLC without killing many enemies, and it will save you a lot of time and frustration. Check fountains especially, as they tend to hold lots, but also check garbage cans, boxes, etc and keep an eye out for random ones laying about. Loot every Sierra Madre Chip you can as you travel through the town.

Fallout 3 can companions die