What a nice Santa!!!
First thing you need to do is check out what shows you might be interested in and get tickets a.s.a.p. (no lack of on-line resources). For me, that was the "biggy" in terms of planning. (didn't get to spring for those Elton tickets, though. At $500 a head, just a little expensive for my taste!)
Then read some reviews for restaurants and nail some reservations down. We planned only one special dinner, in the Paris hotel - can't recall the name of the restaurant, but it was under the Eiffel Tower. The atmosphere was great - dark and quite noisy, but we got a prime view of the Bellagio fountains at show time! Be aware, though, that Vegas is big on buffets! All the major hotels have one, and some are quite pricey.
Decide if you want to stay on the strip or go off to see the sights out of town. If so, do you want to drive or take a bus tour? Or how about a helicopter tour of the Grand Canyon?! ka-ching, ka-ching!
If you get tired of the strip, hop in a cab and go to Freemont Street - the "original" Vegas. Kind of seedy, but neat overhead light show. The casinos there are downright grubby and you certainly see some interesting characters!
We're not big gamblers so our plan was on Day 1, head out of the hotel, turn left, go into every major hotel/casino, and drop $10 in the slots! Unlike the casinos here, $10 can actually last a while in Vegas

We spent two entire days walking the strip and still didn't get into all of them!
Can;t help you with clubs, we didn't go to any. The Cirque shows are excellent - Mystere is my favorite, but "O" was good too!
Have fun!!! And don't worry, you don't need to plan for this like you do for Disney!!