Walk the Strip. Walk the Strip at night. Walk the Strip at night while carrying pepper spray and do not take your hands off your purse.If you see an interesting-looking convention going on at any facility, do not decide attend until you have read every last bit of fine print three times.
Use the amusement park rides. Why not?
Most casinos will bring you drinks if you're gambling at 'a steady rate' or if you're sitting with a friend who's playing. (Some areas will insist you use a machine yourself or leave, but it takes a jerk of a floor boss. You will see people sleeping at machines. You may cry.) 'A steady pace' is your responsibility to keep under control. The slots spin fast. It's a good idea to have a count between button pushes so you don't get caught up in the pace of the reels. But generally, as long as you're putting up play time (or with someone else who is), no matter how fast or slow, someone will serve you.
Penny slots are everywhere. However, pretty much all of them are rigged with multiple lines so you'll have to cover everything or lose out on the one winning combo, and then there's the X Credits Per Line option. A penny slot can cost you ten dollars a push without even trying.
(And yes, there are people who gamble one penny on one line, grim spin after grim spin. They get drinks too -- at least in A.C.)
If anyone tries to sell you a multi-casino buffet ticket, run for your life. No -- hit them in the stomach and then run for your life. (The nausea you save may be someone else's.) Don't be any more afraid to eat outside the casino than you would be inside. Ignore the facility's own propaganda -- get independent reviews on everything.
See Penn & Teller.
Some pools are topless. Make sure you know which before you attend.
Comparison-shop the online prices against anything you might get at the discount malls. Vegas is all about making things sound good when they really aren't.
Leave the Strip and malls behind. The city has some unusual stores about, and given the I-Need-Money-Now nature of the central enterprise, it may be the pawnshop capital of the world. You can do the strangest shopping of your life in Las Vegas -- at least until you hit New York.
"The people! The -- things..."
"The 'things' are also people."
"The people! The -- other people..."