Check out the Mac King show (magic/comedy) at Harrah's. It's an afternoon show so it doesn't compete with the headliner stuff, and it's about an hour long. I recommend this to everyone and not one regretted going!
Absinthe is a pretty cool show if you're not easily offended. "O" is probably the best Cirque du Soleil show but also the most expensive. Ka and Mystere are cheaper and also good. Avoid Criss Angel. I thought Penn and Teller was slightly disappointing.
Don't play slots unless you hate money. Instead, get a blackjack strategy card and use that! (Slots have a 10x-40x higher house edge than blackjack). Playing table games is much more of a real casino experience than sitting in front of a slot, too. Don't play roulette, either; it's got a house edge about 10x higher than blackjack. If you don't want to mess around with strategy or learning rules at all and want something with a decent house edge, play baccarat (a lot of casinos have the mini version, where dealers and not the players handle the cards, at a $10 minimum bet). House edge is just about 1% (around 2x that of blackjack) and the only decision to make is "player" or "banker" - it's basically a coin flip, no strategy behind it. Don't play other table games unless you know optimal strategy (check wizardofodds.com), as you can throw away money pretty easily that way.
Or play poker. I recommend the Aria and the Bellagio for good poker rooms.
I recommend staying on the Strip in a decent hotel, but some people like downtown, too. I really don't recommend off-Strip, non-Downtown digs.
Bring comfy shoes - everything looks close but is actually quite far apart.
The Vesper Bar at Cosmopolitan is good for people watching, especially at night when all the nightclub-goers are walking by on their way to Marquee. I also like Parasol Up/Down at the Wynn. Drink on the patio outside and watch all sorts of weird little shows every few minutes on the little manmade lake. In terms of Downtown bars, I like the Downtown Cocktail Room.
The Shark Reef at Mandalay Bay and the Secret Garden and Dolphin Habitat at Mirage are moderately cool.
If you're feeling outdoorsy and have a car, check out the Red Rock Canyon. There's a scenic drive and places to get out and walk around (or just straight up go hiking). The Hoover Dam is also not far, but I've never been. Also, you can get helicopter tours of the Grand Canyon departing from here. They are awesome but expensive.
If you aren't renting a car, consider scheduling a limo for your ride from the airport to the hotel. It's not terribly expensive and arriving in style sets a good tone for the rest of the trip.
Make a list of 24 hour food places (there are quite a few), as you'll end being awake at hours you normally wouldn't and won't necessarily be sober enough to operate the internets. FatBurger near the MGM Grand and Earl of Sandwich in Planet Hollywood are two examples.
Must see/do:
Bellagio Fountains (one during the day and one at night)
Fremont Street Experience, early evening (crazy/tacky/weird)
Walk through Caesar's Palace Forum Shops (the Living Statues show is kinda meh though)
Walk through the Venetian Shops. And since it's your honeymoon, why not do a gondola ride, too?
Walk through the Cosmopolitan (I recommend getting a spiked milkshake at Holstein's to accompany you).
See the Conservatory at Bellagio
Eat at a high-end buffet: the Wynn Buffet, Wicked Spoon (Cosmopolitan), or Bacchanal (Caesar's)
Must not do:
Criss Angel
Zumanity (although the dwarf gymnast was awesome)
Go to the Hooters hotel/casino
Go to the Palace Station (50years old+ and bingo players excepted)
Listen to anyone with a GrandView Las Vegas badge (unless you want an overpriced timeshare)
