Geez dude, that's like asking what you should look at on a visit to the Louvre. What do you like? There is absolutely anything you could want to do here.
Since I have a pretty good lead that you like cars (easy one, MALE), there are two things you should try to get to. First is the Auto Museum at Imperial Palace. Right on the strip, you can walk from the Stardust. One of the biggest and best autoshows I've ever seen, and I've seen all of them. They have sooooo many cars there, everything from vintage Bentleys, to modern Porsches, to 50s custom Mercs, to Aston Martin DB5 racecars. And the cool thing is that nearly every car in there is for sale. The Astons are 1 and 3 million a piece, so bring your checkbook. The other car related exhibit is the Carroll Shelby building out at the speedway. I'd only recommend it if you guys are getting transportation, as a cab ride form the Strip to the speedway will probably cost you $50 or more, probably more these days and it's not worth that. Still, if you get a car, it's worth the drive, no doubt.
If you're looking to gamble, where to go depends on the game you play and what you want to accomplish. For BlackJack, go pretty much anywhere. Everybody has it, and it's the same everywhere. Some of the older casinos downtown have a clientele that might play the talbe against the house with you better, but even so, BlackJack is BlackJack.
If you get down with poker, specifically Texas Hold 'Em, there are three places, and which you choose is important.
First, if you want to make a bit of money, go to Palms. They offer free lessons everyday, so you can snipe all sorts of newbs who think that after one lesson they know the game. You stand to make some money since they're so fresh, but they usually play tight hands and the pot never goes too high. Plus they can get irritating as hell.
Second, if you want the best experience overall, go to Bellagio. All sorts of players go there, but you can sometimes pick up a high roller with more chips than brains. Best atmosphere, best ****tail waitresses, best chance of comps if you know how to bet when the dogs are around. Could win big, could lose big, but this is the only place where the experience makes losing almost worth it.
Finally, if you want to get seriously trounced, but learn more than you thought you ever could about the game, go to Binion's Horseshoe, downtown. This is where the serious players go. Nearly everyone there has a fin on their back, if you know what I'm saying. Unless you are really lucky or a Doyle Brunson in hiding, you are almost guaranteed to lose here, but you will learn so much. See some of the craziest hands go down here.
I don't know if you like clubbing, but if you do some of the best clubs in the world are here. Depending on the type of club you like and the music you like, you might want to try a few places. Curve in the Aladdin is a pretty nice place, lots of space, techno in one room, Hip Hop in another, it has a balcony to chill out on, a few little private seating areas. All around pretty nice, laid back almost. They call it an Ultra-Lounge, not a club, take from that what you will. Light in the Bellagio has a HUGE dancefloor, if you're into that sort of thing. Tangerine at Treasure Island is hopping all the time, but also hard to get into, same goes for Rain at the Palms. Two world famous clubs are a ICE and Pure, the latter being rated as best club in the country by many. I've nver been to either, but I hear about them constantly, so they must be doing something right. My current favorite place to go is Foundation Room at the top (oddly) of Mandalay Bay. You'll probably only be able to get in on a Monday, as the resy are members only nights. Then there are two places to go if you want the sun to be halfway up before you head back to the hotel. Drai's in Barbary Coast, a shining light in an otherwise useless casino, and OPM. Both are afterhours places, I think Drai's doesn't even open until nearly 11pm, and I know that they don't shut down until 9 or 10 in the morning.
I don't remember if you're involved with anyone, but here's the deal..... If you can't get laid at one of the places I just listed, seriously stop trying. Every girl in those joints is looking for the same thing you are. It's impossible to go home alone from a club in Vegas if you put a little effort into it.
Perhaps you're not into the club scene though, maybe you dance like a white guy, maybe you like to be able to see and hear the girl you're about to try to bang. If that's the case, one name is all you need to know. GhostBar. Don't expect to get in unless you reserve a bottle. Odds are it's not gonna happen if you just stand in line. Maybe you like your bars a little dirty and scary, then there's double Down. Used to be rockabilly, used to be a crack den, used to be all sorts of things, but I'll tell ya, you feel like a hero everytime you make it out without any problems. For the college frat party feel, there's the Beach. nothing but drunked UNLV kids looking to hook up for the most part, guaranteed bang as long as you're not too picky about the thick chicks, no guarantee that you won't be itching in the morning.
Strip Clubs are easy. There are good ones, bad ones, and worse ones. Good ones include Sin, Spearmint Rhino, Scores, Crazy Horse Too and Sapphire's. Bad ones inlcude, the Library, Little Darlings, Olympic Garden, Cheri's Cabaret, and Palomino (though Palomino is the only club that's fully nude and has alcohol, that makes it worth something). You don't want to know about the worse ones. I'll only recommend Sin right now. On a weekend, they have some of the best girls in town, rivalled only by Spearmint Rhino, but Sin girls aren't *****es, so that puts them ahead. Let me know if and when you plan on going, I'll call my favorite girls and try to make sure they'll be there. Daisy, Amber, and Misty are killer. I don't know if Drea is still there, I haven't talked to her in a while, but she's bangin too, 6' tall without her stripper shoes on, and tight little body.
As far as how much money to bring, I've tried to tell people before, and they never listen. There's one thing you NEED to know if you want to have a really enjoyable time in Vegas and not regret it later. This is the only way I've been able to make it here and not end up in an alley somewhere, or worse, in a trunk. Do this and everything will be hunkey dorey.
Bring as much money as you like, but DO NOT under any circumstance bring ANYTHING that you can't leave without. That includes money, class rings, jewelry of any kind, anything that you HAVE to have when you get home, should stay home. Don't question it, just obey it.
How much are you going to need? I'll break it down.....
If you want to go to a strip club, take no less than $100 per person, per hour. Lap dances are $20 a pop, or the VIP is usually three for $100, but have some extra for drinks for you and the girl of your dreams (you didn't expect her to buy her own drinks, did you?). If you want to have a really memorable time at the strip club, take $400, hour in the VIP, plus drinks plus a hefty tip for the girl (a tip that you let her know is coming before she even starts, trust me). If you want a BJ, go to Little Darlings with at least $30. Not recommended. Trust me.
For gambling, figure on taking around $200 for every hour you intend to be at the table. You might need less, but at least you won't have to walk away early after going big on an outside flush draw, just to see the other guy's four queens grinning at you in the showdown.
At the clubs, you'll drop $10 on a drink to talk to the hottest girl there, another $20 to get her wrong phone number, then $5 on a Coke for the girl who's only a 6 that you end up taking back to the hotel (adjust figures to account for your average success rate and drinking propensity).
Figure that you could probably skim it with $500-800, but let's be real, how much fun would that be? How often are you going to be here? Come on, bring over a grand, maybe two if you want to really have fun.
10 Tips everyone should know before coming to Vegas.
1) The guys on the Strip flicking porn cards, yeah, don't even look at them. They get $6.50 an hour to do nothing, you ignoring them won't kill them.
2) Don't talk to men in faux snakeskin shirts. They are gay.
3) Don't talk to women in wife-beater shirts. They are street-walkers.
4) Don't see Zumanity. Men kiss each other in it. Blech.
5) Don't walk north of Sahara after dark.
6) Every beggar here uses the "my car broke down just a minute ago, I need bus fare" ploy. Offer to fix their car for free instead. God, some of the excuses are priceless.
7) Never ask a cabbie where he's from. No matter where it is, he'll view it as a discriminatory comment that you asked.
8) Bring Excedrin, it's like $9 in the hotels.
9) Never complain about anyone's cigarette smoke. There are more of us here than there are you.
10) Tell everyone that you live in Summerlin.
(Oh, and I do have hook-ups with hookers if you want, some of the best. I'm not going to talk about it here, but let me know. )