I just came back from Vegas last night and I had a great time.
Things you can consider doing:
-definitely check out a Circ show..we went to "Ka"..I heard O is really good too
-check out at least one night club...I recommend "Pure" night club in Caesars..definitely an eye candy spot..might pick up as well

but prepare to dress like Ricky Martin. If you can't get in, you can also hang out at the Pussy Cat Dolls lounge which is right next to it.
-Gamble..if you don't want to waste a lot of money on cash games, consider entering in a poker tournamet..we play a $70 buy in at Caesars..games started at 11pm..we all did well and lasted till 4am talk about cheap entertainment..free drinks while you play (tip $1 every time)
-Shopping..some really cheap outlets..check online for directions
-Buffet..I highly recommend the buffet in Paris casino...King Crab legs, prime rib and other really tasty items. It cost us about $25US. You only need to eat well one night..the rest of the time dine light.
-Fish tank tour. Check out Caesars in the shopping area, they have a cylinder tank that is well stocked! Fish includes Sohal tang, French Angel, Unicorn, blue, vlamingii, angels etc...They are extremely colorful and thick. It's free as well

-The most fun thing to do is just simply tour the strip..dart in and out and check out people, sights, sound and let loose.
Have fun.