We stayed at the Cosmo for a few days and one of them was on a Monday. Marquee is open on Mondays. We arrived around midnight and got in easily for free through the Hotel Guests line. Big plus right there. We stayed at Encore and did not get in for free to either XS or Tryst simply because we were hotel guests. (now we get in for free because we know one of their top servers personally)
I loved Marquee. Not as good as XS or Tryst but better than Hakkasan at MGM in my opinion. There are lots of areas to explore. My only gripe is the terrible stairs. I understand the need for stairs in a place like this but dress it up a bit! It reminds me of stairs in an old high-school.
Our favorite room was the BoomBox room - hip-hop and a lot of fun. I did not get to see the Library or at least I don't remember lol. Drinks are typical $20 each so pre-party to get your buzz on before coming to the club and prepare for a lot of walking. If you don't have a table, there are very few places for you to check out the action unless you're lucky enough to get a spot on a wall. Bouncers keep you moving in all directions. Still even without a table I would come back to Marquee and plan to next time.