Are you looking to do something off the strip for once? Then drive 30 mins north into North Vegas and go skeet or trap shooting! We had a group of 10 and rented five guns and ammo and it came down to around $34 a person which was a great price. It lasted a few hours as we took turns shooting in groups of five.
The guns had a kick and left a small bruise on my shoulder but no biggie. They worked great. The only downside is that the sun is beating down on you cause there is no shade! Bring water, it's hot. They have soda machines but some of them are broken and will eat your money heh. Bring sunglasses so you don't have to buy theirs - required for shooting. Will be coming back if I'm in vegas!