Shows Max, shows! I don't know your financial status, in general Las Vegas can entertain the brokest crack head up to the wealthiest individual.
Many people fall prey to the lure of easy money and forget the odds are on the casinos side and concentrate on gambling. If you're able to allow gambling to accent your trip rather than to be the focus you'll have a better time.
Stay anywhere you like that fits your standards and fancy and see the sights. Downtown is a must see at night, Freemont street is totally covered with a special effects roof and they put on a new show every half hour, themed for holidays and such, a must see.
Ofcourse at night is when all of Las Vegas comes ALIVE, the fountains at Bellagio, the Pirate battle at Treasure Island are freebies and worth the stroll through to catch.
Las Vegas has some of the best Magicians in the world, even in some of the hole in the wall places you can see some amazing feats of magic. Shows from the classic Las Vegas Musical follies to modern Cirqe Soliel. Have dinner at the Excaliber and eat phesent with your fingers while watching knights joust in the arena.
The next time I go I plan on doing this. If you have the financial wherewithal take advatage of things like this it's much better a memory than the bad beat that made you quit the tables.
Remember caveat emptor, buyer beware, Las Vegas is a money hungry town, while there are lots of good people willing to work hard and treat you like royalty there are also others who cheat, scam and will rob you if you give them a chance, Stay aware always, enjoy yourself but use common sense, seek refferals and if you stray into dark alleys your adventure could become more than you expect.
Wear a real good pair of shoes and check out everything you can. Last time I was there I saw the Blue Man Group (was very fun). The big hotels have all kinds of things going on, if you see a sign that says "next show at xxx time" try and make them, like caesars (i think thats where this was) has a set of statues that come alive and put on a show thats cool. At least walk through all the big casinos / hotels, they all have different themes and are well worth looking at. Expect to get lost once inside at least once, we were in NY NY, and I swear we couldn't find our way out for like an hour.
Check out the smaller casinos to gamble in, the table limits are less so you get more bang for your entertainment dollar. Plus, gamble during the morning and afternoon, and do the sight seeing in the evening. The table limits change in the evening and get higher, plus the tables are far more crowded and you might not even get to play the game you want.