An excellent question. Unfortunately, so often it is just the luck of the draw. But let me try to say a few thuings based on the experiences I've had.
There are quite a few casino operations where buying from the cage is not allowed. More often than not it is an in-house rule because the casino wants you to be at-risk of playing. But some gaming jurisdictions impose the rule in an effort to eliminate (or reduce) money laundering!
I have found that approaching the cage for actions it is always best to do so in the wee hours, when the place is near empty. The cage personnel are bored and begging for something to do. I also find that it helps to be of the opposite sex of the cage person!
If I do get sent to the tables, I try to find an empty one first. If so, I sit down and tell the dealer that I am not interested in playing, but that I am a collector and I'd like to try and get a few better conditioned chips. Again, if the place is like dead, it helps. And I've often experienced the Pit Boss coming over (at first wondering whats up) and then going through all the chips. However, if the casino is old and does not refresh their chips, then you are just spinning your wheels and wasting everyone's time.
If the tables are in use, then sit down, buy-in for a large amount, even specify what denominations (but don't ask for $50 in 50 cent chips!) and after you get the chips, just pick them up and walk away. THIS IS NOT ILLEGAL! From there, find a spot to look through the chips and return what you don't take to the cage.
I should also point out that it is very important to say exactly what it is that you want, in a way that you are sure the listener understands you. Case in point.... You stated in your question "...I've gone to the cage and asked if they have any new chips to add to my collection."
The cage person has to figure out if you mean existing chips in new condition, or chips with a new design. Just remember, semantics count.
Also, unless new chips just came in, chances are the stuff in the cage person's drawer is just the usual well used stuff. Try asking the person if they could check with the vault for new, "unused" chips that haven't been put into circulation.
Always try to tip (toke) if they have been helpful (a $1 is fine). DO NOT TIP (TOKE) IN ADVANCE!!!!
Over time you will have hits and misses. For the misses, you can use the hits as traders. Also, if and when I hit, especially on $1 chips, I will buy 20 of them. If I like the design, or believe that others will, I'll buy 40! But then I do a fair amount of trading.
Now, without hijacking your thread, I'd like to tell a story of an experience I once had regarding chips from the cage and getting what I asked for.
Once upon a time the family (mine) was driving from Los Angeles to Las Vegas. We needed a restroom break and stopped in at Buffalo Bills on the California/Nevada Stateline (Primm, NV). Buffalo Bills had been there for some years and was using a Paul-Son, H&C rack chip. I stopped at the cage was encouraged to get a female cashier that was quite a bit older than I. This grey-haired, Great Grandmotherly type almost immediately treated me like her favorite son! I explained that I was chip collector ("Oh really? Thats so interesting.") and that I was interesting in being able to get some $1 chips that weren't in such horrible, cruddy conditions as the chips out at the tables. "Do you think you can find some that so bad?"
Well, she opened her draw, pulled out a stack of well worn and very well worn chips and said something to effect of, well I guess they are all pretty bad. "I'll go in back and see if there is anything better?" Wow, this could be great, I said to myself. She then put the chips back into her drawer, turned an walked towards the back of the cage and disappeared around a corner.
This was during the day and there was quite a bit of activity. So much so, they had three or four cashier windows open and each had quite a line. Afetr a few minutes the cage supervisor came over and asked if I was being being helped, to which I replied Yes. After 10 minutes, the supervisor came back and told me that she (the Grandmother) should be back shortly. After a total of 18 minutes!!! she came back to the window and layed out five of the cleanest $1 chips I have ever seen from Buffalo Bills. They were all highly worn, but not a speck of dirt or table jam to be found in any of the H&C mold pattern, not even in the cane handles!!!
She had an expression of great accomplishment and told be that they didn't have anything to clean them with in the back room, so she used the little hand wipes to clean them. But they were so dirty, she could only do five of them because her arthritis was acting up that day and she ran out of the towlettes!
Needles to say, I was in shock. 18 minutes standing at the cage, wondering what happened to her and then coming back with five, bearly worth a $1 each chips. I just couldn't believe it. I simply thanked her for all her effort , gave her a $10 and said the rest is for you.
This was early in my collecting career. My lessoned learned was that "clean" does not mean new!
Jim (Gaming Ore) Follis