Where else can you freeze your @$$ off on the strip?
Excuse the pun, but it's cool to go. You can go and pay for a certain special (nicer/warmer suits, including pictures, number of drinks included). I had to get the one that included a picture to remember the happy memories of our drinking night. They have clear liquors when doing the shots off ice statues and specialty drinks.
Depending on when you get in there is how busy it'll be. Depending on who else is there, will greatly result on how fun the place will be. We were there when a bunch of girls were there for a party, so of course it was more festive.
Word of advice: when knee deep in drinks, DO NOT leave, wait it out. My friend learned the hard way that you can not go into a cold room (when already drunk) and then leave and try to come back. You'll see why in the next morning.