There is so much to do in Vegas and it all depends on what you like to do. I love the out doors and go walking in the desert when I come down.  The Red Rock Canyon, Valley of Fire, the Lake Mead area, and or Death Valley are great places to go.  Death Valley is a ways to go.  There are as well some really neat places in town such as the Henderson Bird Viewing Preserve, the Sunset Park and the Spring Preserves.  Just walking the Strip is a fun thing to do, and some of the casino's have cool stuff to do such as Shark Reef at the Mandalay Bay. There are so many great places to eat at. Go to Yelp and check out all the various places to eat.

Check out yelp to give you the top shows and top dinning.  

Of course there's night clubs and strip clubs since its your first time it will be nice to see it all.  

Have fun and be safe.  

April

Are there anything I should watch out for, or avoid doing, as fas as safety is concerned?

...ride the High Roller, the world's largest observation wheel. Go to downtown LV to the Fremont Street Experience at night. While downtown, check out the iconic Casino/Hotels that you've seen dozens of times in the movies, viz; Golden Nugget, Four Queens, etc. Ride the Fremont Street zipline, visit the Mob Museum. Go to one of the gun ranges and shoot fully automatic weapons and/or machine guns. Drive over to Pahrump and experience a brothel. Take a ride on Dr. Gonzo's trike. Marry a perfect stranger at one of the quickie chapels and have the marriage annulled the next day. There's so much fun stuff to do in Vegas that you can never be bored. And, of course, all the shows, strip clubs and topless reviews and people watching.  

Have fun!