Thanks to everyone for the suggestions so far!
NoSoup - We'll be staying at the MGM Grand (I believe) - so no Circus, Circus for us. And I think we'll definitely check out the free Treasure Island Show.
Spec - I'll check the schedules and see if they're doing any shows while we're there. I think they're fantastic, so I'd like to check that out.
dippin - Thanks for the ticket information - that should help as there will be a few girls on fairly tight budgets.
Fres - I'm already working out a budget of how much I'm willing to spend per day, since I know everything will be priced high. I'm not counting on winning any money gambling, so if I do, that will just be an added bonus.
Thanks again everyone!