Bay St. Louis is a long way away from the bulk of the Casinos. If your purpose is to visit the Hollywood Casino, great choice. If you have a towed vehicle and don't mind a 30 minute or so drive along the Gulf Coast to get to the other Casinos, great choice. If you want to be minutes from the heart of the action, a private park closer in will be a better choice. Do some research into any events happening the week you are going. One year I caught a spring break event that has many derogatory names, none of which can be written on these forums. The Casino was fine, but everyone there warned the guests to not leave the property. The event has such a bad reputation, even the beach vendors lock up, move out all their inventory and get the heck out of Dodge.
To be fair, I was there another year and caught a big break. Penthouse was conducting their "Pet of the Year" celebration. Men didn't have to be warned not to Casino that year.