Harrah's is a classic place to see in Vegas, but there isn't much to do inside of it. Luckily, it's right beside the Flamingo and the LINQ, which has the LINQ promenade and also is just a street across from the Caesars Palace. The Mirage is also walkable, and there is free entertainment there if you want to go see the erupting volcano. That event plays every hour or so, correct me if I'm wrong!
The casino is old and smoky. I prefer to gamble somewhere else, where I won't get as much second hand smoke.