Are you taking your kids, or will it be just the 2 of you? We don't drink or gamble, so my Vegas list klooks different from most other people's lists. ;P
Check hotels.com for rooms.
If you want to be on the Strip, the Stratosphere is less expensive than most Strip hotels, and it's got the rides on top, the observation deck, the shopping center and the pool. We always do the aquarium, Shark Reef, at Mandalay Bay, the recreated King Tut's Tomb at the Luxor, the white tiger habitat (free) and the dolphin habitat (paid) at the Mirage, and watch the fountains at the Bellagio. Red Rock Canyon, about 15 minutes from the Strip (just go down Charleston Blvd.) is great for getting out of the city crush. At the south end of Las Vegas Blvd., there's a Disney Outlet store that we love. :) Especially if you've never seen it in person, go to Hoover Dam (about 20 minutes outside of the city), take the tour, and check out the new bridge over the canyon. If you're lucky, you'll see animals like bighorn sheep on the way out and back.
Pick up one of those "visitor" magazines; it'll have coupons and lists of whatever you're looking for - shows, museums (there's some great ones, including the Lost City that spent decades underwater at Lake Mead, plus the Atomic Testing museum), nature centers or anything else.