If you're willing to go off Strip for dinner (and not even that far) what is routinely referred to as
the best Thai Restaurant in the US is a short cab ride from the north end of the strip.
Lotus of Siam
Prices are basically a little above your average Viet place in Calgary, but with an amazing wine list. I make a point to go there every time. My Wife and I even walked from the Sahara once, which took about 10 minutes and was interesting, to say the least. (I wouldn't recommend it.)
Map
Also it's in the same giant strip mall as a huge swingers club, so you can gawk at freaks.