One of the best things you can do in Las Vegas is to visit Red Rock Canyon. Take a break from losing your money at the casinos and take a drive to one of the most beautiful areas in the country. There is so many breathtaking views and trails that you can experience, there is something for everyone.
Grab some food and have lunch out in the Canyons. If you don't have a car, rent one for the day and get out this area...it's well worth it and one of the many things that will stick in your mind about Vegas for years to come.