Oh, I love Vegas! I enjoy just bouncing from casino to casino and wandering around during the day. There's just so much to see! At night, one of my favorite things to do is hit Downtown and the Fremont Street Experience. So much fun! They have a light show on an overhead canopy, but it's prime-time people watching, also! We went in July 09, and it was hot! We stayed cool by the pools, inside the casinos, and with cold adult beverages, of course!
One tip I will give is to seek out the American Casino Guide. It's about 12 or 15 bucks, but it will give you a TON of coupons that can be used for buffets, shows, free drinks, and more. I got one before our last trip, and it saved us about $200 on different things! (I don't know an exact website, but if you Google, it should be able to give you an online vendor.)