Possibly the single best entertainment on the Strip, the Broadway musical framing the music of the Four Seasons around their story adapts excellently to Vegas, with a top-notch production. Even if you don't know the music already, I'd think you'd be hard pressed not to be entertained. It's light enough, gritty, funny, and wise at the same time.
One thing to note is that it contains a fair amount of salty language, making it not entirely appropriate for the kids--too bad, because the music certainly is.