3.5 stars. I have been to Diego a few times since it opened, and I find the food to be above average and consistent. The location is inside of the MGM Grand, and the setting is casual. The only downside would be the price, which is an issue inside of almost any casino in Las Vegas. It's Mexican food after all, which we all know is supposed to be cheap.
If you want to pay this price for 'gourmet' Mexican food, I would have to say that Lindo Michoacan is better. However, you have to factor in the cab fare too and from this off-strip property, unless you have a car.
My favorite thing, and the most memorable, was the selection of salsas that they offer with your meal. I remember liking all three on my first visit and a different set of 3 on my second visit. They seem to have it down in this department. The bar also has a great selection of drinks and tequilas. I cannot recall the dishes we ordered (its been quite some time since my last visit) but everybody in our group was pleased. The ambiance is also nice from the standpoint that it is very open feeling with just enough privacy at the tables.