You haven't really given much info on what you like, so I don't have any way to give you specific answers. We don't know your budget, or where you're staying, or if you gamble, or what kind of food you like. So, I'll have to guess.

You have Penn & Teller tickets...good start. I usually go to a show about every other night I'm there. You're there for 6 nights (that's an eternity in Vegas...you'll be fried by the end!), so I'd suggest looking for another show or 2. The Cirque shows are amazing (I really enjoyed Love, Ka and O), and Caesar's has a top notch musician (Celine Dion, Rod Stewart, Elton John) or comedian (Bill Cosby, Jerry Sienfeld, Ellen Degeneres) in town almost every weekend. Add a couple of those to your schedule.

There are tons of places to get a meal in Vegas. They range from crappy to amazing, and from dirt cheap to ohmigod expensive. I rarely stray off The Strip when I'm there. As a general rule, the nicer the hotel the better the food, but there are many exceptions. Whatever you do, don't eat at chains (why do people go on vacation and eat at TGIFriday's?!). Some random places I've enjoyed:

Nine Fine Irishmen in NYNY - great salmon, bread pudding and coffee
Shibuya in MGM - good (pricey) sushi
Holstein's in Cosmo - really good burgers and shakes
Gallagher's in NYNY - there are a ton of good steakhouses in Vegas
Jean Gheorge's in Aria - ditto Gallagher's above, but a little higher end
Spago in Caesar's - really good (ooops, a quasi-chain)

Do some 'free' stuff to kill time. Watch the pirates attack (or is it now slutty sirens strut?) in front of the TI. See the water show in front of Belaggio. Sit on the patio over the lagoon at Wynn and watch the water/light show (I see this every time I visit). You'll have good weather...hang out at a adult pool all day!

Gamble. Drink all the free drinks you can while gambling (leave a lot of your money in the safe in your room if you drink while gambling!). Most importantly, have a great time!

I go to Vegas every summer and have done for the last 6 years, I normally spend between 2 or 3 weeks there on the strip and have only just started researching more on this board before my trip this summer. I guess it's about time I offered something in return so here goes

In my experience I've always found Olympic Garden to be the most fun Strip Club and the one with the least hussle if you like. Obviously everyone likes to make money, but there it's at least fun spending it and not all the girls are constantly trying to push you into the VIP.

You can get BOGOF on Bottles too so if 3/4 of you go then it only works out about $400 between you for all your drinks and you get a booth too. I sound like a shill for the club but I can only tell you about my experiences,  last year me and 3/4 lads from England went there 3/4 times over the 2 weeks I was in Vegas and we really enjoy it there.

I don't do much in regards to travelling outside of the strip, but I have been to see a few shows. Le Reve at the Wynn is great, I went to see it a couple yearsz back when I stayed at the Wynn and it was great. It's a Cirque type show in a water tank and if you like that kind of thing you will enjoy. ($200 vip tickets)

I also saw Terry Fator at the Mirage, the ventriloquist act that won Americas Got Talent way back along. Again really fun show and if you like the youtube clips it's worth seeing. ($90 I think)

Restaurants are what I probably spend most of my money on in Vegas and I love to eat at the best places. I normally stay at the Palazzo and really like eating at CUT by Wolfgang Puck there. Quite pricy but great food and service ($200pp)

Sushi Samba also in Palazzo is another I like that has a fusion of different cuisines from Brazilian to Japanese and Peruvian. I ate there a couple times last year and will most likely do so again in the 3 weeks I'm there in the summmer ($150pp)

é @ Jaleo. This is a restaurant within a restaurant and you have to book your place in advance. It's a semi circular table in a private room and seats 8 people. IT consists of a 21 course tasting menu which is prepared in front of you by a team of chefs. ($300pp inc wine pairings)

That's a few of my favourites from the last year and there are many others which provide great food too. For me those were the places I will return to again and again though.


Enjoy your trip!!