I go there every year (we have family there) and there are TONS of things to do that are little or no-cost. I'm also not much of a gambler. But if you can, try to squeeze in at least one show!
These are some of the things I've done, or know of (I still haven't done everything I'd like to do!):
* At the Mirage, the "volcano" outside erupts several times a night. In the Mirage, there is a tour (party self-guided) of dolphins and Siegfried & Roy's animals, when I went it was $10, and the money went to some kind of animal cause. They also have an IMAX theater.
* Caesar's Palace, inside, there are statutes that come to life. There is also a flight-simulator ride, "Race to Atlantis." Great shops as well.
* Hilton has the Star Trek Experience.
* New York New York has a roller coaster.
* Circus Circus has an indoor theme park. It's been a while since I was there, but you could either pay per ride, or get a pass for everything.
* You could go to Hoover Dam, take a tour if you'd like. You can also rent a boat or jet skis at Lake Mead (though there is some controversy over this...it's possible they might ban jet skiing, at least for a little while-long story!)
* Drive to Red Rock Canyon and/or the Valley of Fire, and also Mt. Charleston.
* Treasure Island has a pirate show that occurs outside several times a night.
* At Paris, you can ride up the Eiffel Tower, for a charge.
* At Venetian, you can take a gondola ride, again, for a price.
* There are lots of great malls and outlet malls: Meadows, Boulevard, and Galleria at Sunset are some of my favorite regular malls, and Belz is my favorite outlet. You could also drive out to Primm on the Stateline, about 45 min. and go shopping, or ride the Desperado rollercoaster at Buffalo Bills.
I'm sure there are things I'm forgetting, but as you can see, there are things to do besides gamble in Vegas!