We like the Silver Slipper RV park in Bay St. Louis. Off the beaten path, across the road from the water, dog friendly beach. A shuttle takes you to the casino. Smaller casino but one of our favorites. http://www.silverslipper-ms.com/RV_Park/Index.html
We also like Gulf Haven Campground in Gulfport MS. 3 blocks from Island View Casino who has the best comps!! Across the 4 lane road to the beach! (not sure if dogs allowed on this beach).