KGB is in the Harrah's Casino.
Nice place, good atmosphere and they don't jam pack you in here. Menu is up-scale burgers and sandwiches. They also have milkshakes.
I had a spicy stuffed burger and it was very good. Came with fries -- for about $14.
Service was good, food was good. A little pricey -- but it's the Vegas Strip. I would definitely go back.