There are just some things you have to experience firsthand. Yes, it's kind of expensive. But it's cool.
You could watch a video of a helicopter ride, but nothing quite beats the experience of being up there and seeing it for yourself. You get the full helicopter experience (headsets and all) while getting to view it all firsthand. The helicopter is pretty much all window, so no matter where you sit, you have a great view.
We went on the ride over the strip at night. We got there a few minutes early to get signed in and weighed (you don't want the helicopter to crash, now do you?) and they gave us champagne while we waited. That made the helicopter ride even better!
They will take a picture of you in front of the helicopter and sell it to you for a ridiculously high price. At least it comes in a little paper frame, so you have something to remember your experience.
As others have mentioned, they do other tours too. The ride itself was really neat, although the Strip ride is over pretty quickly. I'm sure the other tours are longer.
All of the employees we dealt with were really nice. It was a great experience and I would recommend it to anyone looking for a different kind of Vegas experience.