The bold parts are the two best pieces of advice in this thread yet. Atlantic city, like any other city on the planet, will have good areas and more seedy areas. If you find yourself in a seedy area, do as Warhammer said and look like you belong. Just be casual. Don't wander off some place you don't know by yourself.
Myself and a couple of friends once accidentally ended up in one of the less desirable areas of Los Angeles. We were out of our comfort zone and everyone knew it, a group of young men even began laughing at us. One of my friends was in a suit, which didn't help. But, none of that would have mattered in the slightest if my two pals had quit their panicking and just acted normal. One of them even said (out loud no less) "We could be killed here."