I'd say go see Siegfried and Roy, but dude got his face bit off... probably not a good idea. I know the last time I was there, the Bellagio was running shows of Cirque du Soleil or however it's spelled, and that is some kickass stuff. Don't forget the free ish either, the Palms runs a mardi gras like show, with floats and crap, Bellagio and the Fountain, the volcano show at the Mirage, and of course the Pirate show at Treasure Island. Make sure to get there early, cause them shits get PACKED.