I recommend staying as far away from the strip as you possibly can, but I still fancy myself a local that way.
If you must do the strip… a quick tip: remember that the valets at casinos are, strictly speaking, free. In my opinion, it’s worth it to tip the valets a couple discretionary dollars every time you park to have the experience of entering the casino through the front door. The walk from the parking structures is often very long, and the things about the casino that you actually want to see are usually in the front lobby anyway. Plus some of the valets are HOTTIES! And, bonus: no keeping keys in pockets!
The Roller Coaster at NYNY
This is THE one to do, and in my opinion is NOT to be missed if you like roller coasters. I like arriving early, getting the all-day pass (last I recall, it was $14 for 1 ride, $7 for subsequent rides, or $25 for an all day pass – an easy sell, for me), riding until either the line packs up with a bunch of people or until I feel like I may vomit if I ride one more time (2.75 consecutive hours is my personal best)… then go for a walk, come back later, and repeat.
I have an as yet unrealized fantasy of dressing up in ridiculous costumes, riding in the front car, and getting souvenir shots.
The view from the Stratosphere is quite spectacular, but the rides on the roof basically suck. Fair disclaimers: (1) I do not fear heights, and they all basically prey on a fear of heights, and (2) the semi-bungee-jumpy ride was not there when I went… that one could possibly be cool, I dunno. The swings was neat, but really not worth the money.
The Chihuly glass installation in the lobby of the Bellagio is beautiful. Worth going in to check out, especially if you’re already there checking out the the choreographed fountain display… which is…. cool, I guess? Nah, it’s cool, for sure… I mean, at least once…
The outdoor performance on the pirate ship at Treasure Island is fun. Kids get a kick out of it.
The lion display at the MGM makes me sad. I say avoid it if only to make a statement that it’s a terrible idea. That said, kids seem to get a kick out of it. Poor kitties.
One thing to pay attention to as you visit casinos, especially strip casinos: each one has its own unique smell (and not in a bad way!). Like, they actually deliberately scent the casino air… and, like the rest of the sculpted ambiance, each one is different and intentionally selected. Kinda cool.
Aquariums and, peripherally, buffets
The tourist-targeted things – like the shark aquarium at Mandalay – tend to be disappointing, especially for the cost. If you want to see fish, there’s a coral reef tank at the Silverton – it’s beautiful, and it’s free! And while you’re there, if you wanna do it for the experience of saying you’ve done it once, the Silverton has one of the best buffets for my money and mouth, especially the brunch buffet.
Rare Car Collection
I never actually saw it, but was always told that the rare car collection at the Imperial Palace is cool (er, apparently the Imperial Palace has been reimagined as “The Quad”- always changing, Las Vegas is!). They have the Lincoln in which the Kennedys were riding when the President was assassinated, among other things. Oh, and according to the website you can get free admission if you print out a coupon online.
Pool at the Golden Nugget
If the weather is warm enough for it, I think you can get day passes for the pool at the Golden Nugget, which has the unique bonus of a water slide through their shark tank!
Fremont Street Experience
People will advise you to see the Fremont Street Experience. It’s … kinda cool? If you’re there, see it. But don’t go out of your way to go there just for it.