How do I deal with “hecklers”?

I work at a casino as a security officer and often encounter patrons who try to joke with about getting their money back, calling the place a scam, or just giving me a hard time for even asking for their identification upon entry. Sometimes I can turn it around in a friendly manner with a pleasant response but some people just rub me wrong or just make me uncomfortable and I don’t know how to respond. How do you guys deal with people who act similarly in your work?