“I’ve been thrown out of better places/joints/bars/restaurants/hotels than this!” is a humorous saying by someone getting removed from a location. Ferenc Molnár’s popular play, Liliom (1909, first staged on Broadway in 1921), contained the line, “I have been thrown out of better jobs than hers.” In 1922, someone said that he had “been thrown out of better hotels than the Grant,” and in 1924, “I’ve been thrown out of better hotels than this bum dump.” When night club queen Texaa Guinan was barred from France in 1931, she said, “Hey, suckers, I’ve been thrown out of better places than this.”
 
“I’ve been thrown out of better joints than this,” a popular version, has been cited in print since at least 1933.
 
   
Google Books
Liliom; a legend in seven scenes and a prologue
By Ferenc Molnár
Translated by Benjamin F. Glazer
New York, NY: Boni and Liveright
1921
Pg. 17:
LILIOM
You’re a liar, you are pitying me. I can see it in your face. You’re thinking, now that Madame Muskat has thrown him out, Liliom will have to go (Pg. 18—ed.) begging. Huh! Look at me. I’m big enough to get along without a Madame Muskat. I have been thrown out of better jobs than hers.
 
2 December 1922, Evening Tribune (San Diego, CA), “Joke is turned on quartet by court,” pg. 14, col. 7:
Leaving that hotel, their hearty laughter, and Aguilera’s loud remark that he had “been thrown out of better hotels than the Grant,” got the officers on their trail.
 
14 December 1923, Rockford (IL) Register-Gazette, pg. 6, col. 2:
We’ve been thrown out of better leagues than the Three-I.
     
Google Books
Cosmopolitan
Volume 76
1924
Pg. 53:
“My Lord, I’ve been thrown out of better hotels than this bum dump, so don’t try being a lady with me.”
 
2 February 1925, San Antonio (TX) Express, “Golf Answers,” pg. 9, col. 2:
“The boss said he’d fire me if I wasted any more time playin’ golf. But—aw, to hell with the boss! I’ve been thrown out of better offices than this. What time do you want to play?”
 
2 November 1925, The Herald-Star (Steubenville, OH), “The Rambler—‘Round About Town,” pg. 4, col. 6:
They had been thrown out of better dance halls, they said.
 
15 January 1927, Rockford (IL) Register-Guard, pg. 6, col. 2:
And another thing about it is that Frank Smith can’t say to them: “I’ve been thrown out of better Senates than yours.”
 
Google News Archive
29 May 1931, Pittsburgh (PA) Press, pg. 1, col. 7:
50 Million Frenchmen Wrong,
Says Tex As France Bars Her
“Hey, Suckers!” Night Club Queen Screams When Detectives Tell Her to Go Home
By The United Press
HAVRE, France—Texas Guinan, her white horse and troupe of show girls were barred from France today when they arrived on the liner Paris.
 
As the French detectives let the ship after visiting her, Miss Guinan screamed at them from the top deck:
 
“Hey, suckers, I’ve been thrown out of better places than this.”
   
9 March 1933, The World-Herald (Omaha, NE), “Learn Over the Teacups” by Richard Lee, pg. 2, col. 7:
“Oh, I’ve been thrown out of better joints than this,” grinned the genial Gus, as he arose to treat himself to a stretch.
 
Google News Archive
1 June 1951, Lodi (CA) News-Sentinel, pg. 10, col. 6:
Been Thrown Out
Of Better Hotels,
Says Bing Crosby
VANCOUVER, B. C., May 31—(UP)—Bing Crosby headed today for Hollywood where a man can wear almost anything—and does.
(...)
“I’ve been thrown out of better hotels,” the crooner said, “but for deportment—not for the way I dressed.”
   
The Internet Movie Database
Quotes for Lucy Ricardo (Character) from “I Love Lucy” (1951)
(...)
“The Lucy-Desi Comedy Hour: The Celebrity Next Door (#1.2)” (1957)
Lucy Ricardo: Are you asking me to leave?
Tallulah Bankhead: ‘Throwing you out’ would be more appropriate.
Lucy Ricardo: Let me tell you something, Tallulah Bankhead, I’ve been thrown out of better places than this!
Tallulah Bankhead: You have never BEEN in better places than this!
 
Google Books
A Dictionary of Catch Phrases, American and British, from the sixteenth century to the present day
By Eric Partridge and Paul Beale
New York, NY: Stein and Day
1986
Pg. 238:
I’ve been thrown out of better joints than this. A derogatory description of, e.g., a bar or restaurant. Heard by me in early 1950s, but prob. dating since c. 1945. (A reminder from John Skehan, 1977.)