Happy to hear you are visiting! Not sure when you will be here, but:

 Saturday nights are usually busy at the Green Door swinger club! Late late night  

By Adult show, do you mean strip shows at the hotels or strip clubs or?
Zumanity is  a sexy fun show at New York New York hotel! Make sure to bring a date This show will leave a good feeling below

Strip clubs, plenty, but some not so good -
 My favorite is  the World famous Palomino, full bar, full nude!  
Second choice is Sapphires - they are always busy !
Have fun!
Cheers

Also check out Absinthe the dinner show- I hear it normally has very adult themes and what not!