A must when in town is a cocktail with a view! Lovely atmosphere, good service and awesome cocktails.
The view is one of the best to get a good look at the strip at the same time having a expensive, but darn good cocktail. The music is not too loud as often is quite annoying in Vegas.
Afternoon tea is supposedly worth a visit too, so that's next on my list.
A bonus : you get snacks with your drink.