Just went for my first time in January, going again this Memorial Day weekend. I'm not big on hookers or gambling in the least. I do enjoy my beer and cigars though. I thoroughly enjoyed being able to smoke and drink wherever and whenever I wanted. It's nice being able to walk down the street with my beer too.
I went in January so I'm not sure how different it will be now that it's warmed up. A lot more pool action I'd presume. Theres a ton of incredible hotels just to walk through and check out, some really cool designs and architecture.
Some of my friends were into gambling, so I'd find a nearby pennies slot and spend under 1$ an hour, drinking my beer or getting free drinks from the waitresses, and smoking my cigar. If I got a drink from the waitress, I'd tip em a dollar (standard practice). A few hotels feature a "dueling pianos" bar. Which is 2 guys on separate pianos that take ANY song requests all night and ******* KILL them. It may sound lame, I dunno, but it was pretty cool and really entertaining. They knew thousands of songs. And the drinks were moderately priced. We went to the one in Planet Hollywood which was also a cool hotel all around. At night they have go-go dancers dancing between some of the tables which makes for good entertainment.
My main tips would be to bring some snacks of your own, and bring your own booze. They are entirely ok with you walking around with your own stuff, it's not an issue.
What hotel are you staying at?