I have never paid attention to know if the other casinos have balcony's. We stay at the Desert Rose which is behind the Tropicana and that has balcony's.
I have stayed at the Cosmpolitan. I had a balcony overlooking the Strip and the Bellagio fountains. I spent a lot of time out there and after staying at almost every hotel on the Strip, the Cosmopolitan is definitely my favorite-with or without a balcony.
The Cosmopolitan has a lot of mixed reviews. Makes me a little nervous. We might end up back at the Trop again (been twice there). But I really do love the balcony idea.