You can park in the hotel lot and avoid going through the casino.
And no matter where you enter they'll check your case -- it's not intrusive, you just have to unzip your case, they see the tops of your joint protectors, and they let you through.
As to the drinks, meh, it's a casino. If paying a couple of extra bucks is a problem bring your own and slip them into the pockets of your jacket as I've seen many guys do. The food, well, yes, not the best but it's a casino BUT it is the Derby. I say suck it up or bring a bunch of granola bars, which isn't so great either.
It is what it is and most guys find a way to make the best of it because it's THE DERBY. Any big event anywhere will be the same or worse.
Lou Figueroa