Who would have ever thought I would review an oxygen bar? I didn't think these things existed until I saw one with my own eyes. My wife wanted to try it. For me, having a tube wrapped around your head pumping oxygen into your nose reminded me too much of being in the hospital, so I passed.
This is in a small corner by the 2nd floor entrance of the Venetian Hotel, sort of tucked away. It's very colorful - the oxygen (for example) pumps through colored waters for both visual effect and to add humidity to the air.
They offer a nice service which includes demonstrating all of their products on you. They have vibrating head massagers and back massagers. They have electro-muscle stimulators. They even offer vitamin supplements.
So, at the end of the day, I would be remiss to warn you to watch you wallet.
As for the experience, the price for the "treatment" was very reasonable, After seeing this, I noticed other oxygen bars in other hotels. All of them had much higher prices for the same service. If you want to go for their treatment, this seems as good as any for a lower price.
If oxygen is your thing - enjoy.