You will need the proof to file a complaint, so you should secure the evidence. If you are certain that the casino paid you less than your winning amount, you can use the cash out receipt as evidence.
It would be better if your complaint is backed by a witness. If your complaint is only against the less cash out, then the receipt can be sufficient but it is recommended that you have a witness. Remember that, the judge might ask the witness to testify in court, so you should talk to the witness for this kind favour.
Do not forget to talk to the casino manager about your problem. Generally, casino managers easily solve all issues regarding the poor service, intolerable behaviour or payout problems. It is important that you do not misbehave with manager or any other employee and stay calm.
If the manager does not respond to your complaint in a proper manner, then you must contact a lawyer. A specialised lawyer will help you in claiming your right and put you in a better position by filing your complaint in court. For this, you must ensure that the witness will not back off and will testify for you in courthouse.