I typically take two trips to Las Vegas per year staying 5 days/4 nights per trip.  I always stop at a local grocery to buy bottle(s) of booze and some snack items to keep in my room.

can I see you topless?

...is either Albertson's, Vons or Safeway. I have shopper's discount cards for each. Nice thing about Nevada is you can buy your booze at the grocery store, unlike Minnesota. I always stay in a suite with full kitchen amenities and eat most meals in my suite. I usually eat out at a nice restaurant twice during my usual 4 - 5 day stay and once or twice grab a burger or lite meal at Cabo Wabo or Gordon Ramsey BurGR.
Eating out for each meal takes a lot of time which I feel is wasted. I have much more fun things to do with my time than wait for my food to be served. It's a lot more efficient and I eat healthier, too. If a hotel or resort has an unlocked mini-bar, I have the desk send someone up to empty it so there's never an issue about me consuming an outrageously priced product. I'd rather spend the money I save on the ladies of TER or at the strip clubs.  

I do the same thing. There's nothing wrong with being "frugal" ...LOL.  As soon as I arrive and pick up my rental car, I stop by one of the supermarkets for bottled water, snacks, etc. before heading to my hotel.

Many people who come to town do this versus buying stuff in the hotel which is marked up in price.
If you are able to get a grocery store before going to the room or a store is nearby the hotel you are staying at it would be smart to buy from there.

There's a Whole Foods at the south end of the strip right by the airport/rental car center.  Open until 10:00 p.m., great place to stop to pick up supplies, including wine, on the way to the hotel.

As a fan of someone who actually cuts coupons then donates the free/close to free items that I can get to a woman's shelter or drug rehab, buying things at a grocery store as opposed to taking things from a mini bar is what I would call smart!  

I have a few clients that stay a week and I get all their goodies and bring its to them.  
Liquor, snacks , water , fruit and soft drinks  .  

I always bring some snacks.  I'm not cheap but its just stupid to pay $5 for a refrigerator soda and $4 for a small bag of chips.

Im picky. I love food candy and snacks.If I have a certain craving for a certain snack candy or food @ 3am and the hotel im at doesnt have it or the gift shop (or whatever is closed) I know I have what I really want & Im not wasting my money on something I really dont want to eat.Same with liquor or any other drink. I dont like spending money when its not needed and can be put towards another hobby or item. Mini bar items,room service,hotel food, or fast food can add up in the long run.
So nope your not alone.

stop at Trader Joe's for fresh fruits and veggies for snacks. I would rather spend my money of the lovely providers and fine dining restaurants than pay the high hotel snacks prices. I look at it as using my money for things that matter most to me like beautiful TER women and fine cuisines.

If your room has a freezer and you want the best ice cream in the world, run into a Smith's and pick up some Greater's

Nope youre absolutely ok in buying stuff at a grocery store over a hotel/casino gift shop. Shoot, I'll buy my stuff where I live & then bring it w/me to vegas. If i forget something, I know there's a walgreens or cvs somewhere nearby where im staying while in vegas to get that.