Atlantic City is definitely one of those places that have to be seen to be believed. I've been there once and it was quite surreal. I'm not a gambler (not yet anyway) but this is a kitschy experience even if you don't gamble--or perhaps only if you don't gamble (if you do you probably take it very seriously).
There's a new direct train service--Aces Train--that leaves Friday, Sat. and Sunday from Penn Station at 34th St. and arrives in Atlantic City 2 hours and 40 minutes later.
The site advertises coach tickets for $29-69--not sure what the difference is--are you sitting on someone's lap for the $29 fee? But it looks a bit more comfy than the free bus services to Atlantic City. Which I have never taken.
Check out the Atlantic City official website for stuff to do here other than gamble--the boardwalk is a hoot and it is a real experience.