The Forum Shops are pretty awesome. I love that the lighting isn't too bright, and looks like a sky painted through its entirety. They have a lot of great shops, great food, and tons of places to keep getting drinks to keep that buzz going. Of course, shopping here is even more pricey than if you had shopped anywhere but Vegas, but it's a good time.
The Fall of Atlantis show at the Festival Fountain deep inside the Forum is awesome! There is an animatronic show featuring a few giant gods of Atlantis, complete with real fire that scorches the ceiling; it gets HOT right here, every time the flames shoot out, you can feel the searing heat, realllly awesome!