Wow, what a fantastic store! This is three massive stories full of toys. The toys are grouped into sections so that you don't have to run around trying to find similar items. The stuffed animal section is particularly big and if you can't find a particular species in there, chances are you won't find one anywhere else.
As I mentioned before, the store has three stories connected by escalators and elevators. The wooden horse is fantastic to play in (it doubles as a tree house) and it's a great photo opportunity as well. It's located right in the heart of The Forum Shops at Caesar's Palace, so it's quite convenient as well.