Well, comedy is always a good bet (cover + drink minimum).
Improv at Harrah's (strip)
Riviera Comedy Club (strip)
Laugh Trax at Palace Station (off-strip)
Comedy Stop at Tropicana (strip)
Comedy Zone at the Plaza (downtown)
Secondy City at the Flamingo (strip)
Mac King at Harrah's (strip)
If you're into culture, there's the musuems at Bellagio (Gallery of Fine Art), Venetian (Guggenheim Hermitage), and other places. You have animal exhibits like Shark Reef at the Mandalay Bay and Siegfried and Roy's Secret Garden at the Mirage.
Lots of freebie shows like the water fountain/light show at the Bellagio, the volcanic eruptions at the Mirage, the new Sirens show at TI (Treasure Island's new name), the bird show at the Tropicana, Masquarade at Rio, whatever Big Top show at Circus Circus, and the light shows and various entertainers at the Fremont Street Experience.
If you want dinner with a show, Tony & Tina's Wedding at the Rio is a bit on the pricey side. Tournament of Kings at the Excalibur is decent.
As for other dining options and deals:
McCormick and Schmick's on Flamingo, just east of the strip, has a great happy hour. There's a ton of great restaurants in that area as well (Bahama Breeze, Roy's, Cozymel's, Bucca di Beppo, Hamada, Lawry's, Morton's, and if you go a little off of there, del Friscos, Gandhi's, Gordon Biersch, Marrakech, Yolie's, and Z'tejas). A lot of the casinos have decent restaurants as well (they want to keep you on the property afterall). As for other places off-strip, Paymon's has good mediterranean food and the Hookah Lounge next door is a cool place to hang out. My fav breakfast place has to be the Original House of Pancakes (they have a few locations). For some decent BBQ, Memphis Championship Barbecue does southern BBQ dining pretty well (also in a few different places). Some places are restaurants in the evening and switch to nightclub at night if you're into that. Seven is probably one of the few places on the strip that's not in a casino that does that. A lot of other places in the casinos (Rumjungle in the Mandalay Bay, can't remember which restaurant/club in the Dessert Passage in the Alladdin did that, can't recall the restuarant that turns into OPM at the Forum Shops in Caesars Palace, Drai's in the Barbary Coast, and I feel like I'm missing a place in Paris). Usually if you have a late dinner at one of these places, when they convert to a nightclub, they let you stay without having to pay cover (also understand that these places can get LOUD to point where you have to shout to have a conversation).
There will always be those places that each person rates up there for a particular cuisine. Some interesting tidbits that I like are things like the Ruth Chris on W. Flamingo serves late (I think the kitchen closes at 3am). There is a Chinatown in Vegas (the centerpoint seems to be Spring Mountain and Valley View, just west of the I-15) with great places in and near there.
I really don't think any of this is a secret, only because there's just way too much out there and no way to really filter it all to what you want.
Have fun,
Bob