Been three times, including honeymoon. Barely did any gambling as there's so much to do.
Stayed in Circus Circus first time (avoid - dated and soooo loud), Monte Carlo (value for money and good pool) and Arian for honeymoon (beautiful hotel but not as pricey as behaviour/Wynn). Know people who have stayed at Wynn and loved it too.
Food - great restaurants in all hotels, be prepared to spend lots of money ($14 beer, $20+ for cocktail) the oriental restaurant at MGM is great, as it the one at aria, and the steakhouse at Aria (expensive but most are - $300 for 3 course meal) there are various famous chef restaurants that are all nice. Do an all you can buffet for the novelty and indulgence - wicked spoon and belagio buffets are both recommended.
Shows - best is Cirque du Solei - Ka. It's epic, way better than other cirque shows, and worth spending the money on. Also enjoyed Chris Angel for a bit of magic/illusion.
Hotels - great for walking round just to see the displays around them - belagio (fountains and observatory) also Wynn, ceasers palace and mgm all have interesting bits.
The high roller observation wheel is also worth the ride for aerial views over the strip.
Shopping - there are fantastic outlet malls near by with plenty of bargains. Buses run from the strip. Miracle mile on the strip is also good.
Grand Canyon is definitely worth a visit, and hoover dam is interesting too. There's an open top bus tour of downtown which is interesting, and also double as a transport method for visiting those areas.
Casinos - worth doing a lesson, most hotels offer free ones. A cheap way of getting drinks is to sit and play slots slowly, the waitresses will then bring you free drinks.
Taxis are super expensive - Uber is much much cheaper. Uber won't just pick you up from anywhere like here tho, you have to navigate to the hotels designated Uber pickup place, which can be tricky to find. There are also various free monorails that get one from one end of the strip to the other.