When I go, my friends and I always go see the display at the Bellagio (in between the casino and the shops) it's always fun and absolutely phenomenal what they can do with plants etc. and it changes from season to season so I would recommend that. Then you might want to head down to the new hotel-- the Wynn-- it's really pretty inside and out and they have a Ferarri dealership near their casino too.... if you like to look at cars that are pricey
.... We always have dinner at the Cheesecake Factory in the Forum Shops at Caeser's Palace ( I recommend the chicken madeira
), and if the weather is warm enough, you could get a gelato and watch the fountains at the Bellagio. (that's always my favorite)..... so maybe we're a boring bunch, but besides all that, we just shop, swim, and take random video footage....
well, at least WE have fun!
Oh... and if you want an AWESOME room, I'd recommend a room at the Venetian- their standard rooms are really super nice (you can get a virtual tour on their website)