See the free shows on the strip. The water show outside the Bellagio is incredible! If it's windy when you go see it then make sure you go back on a day that isn't windy because the show is 10x better. ALso see the light show outside the Mirage and the the Pirate Ship show outside Treasure Island.
There's also a small little improv comedy club in the Flamingo I think. It was called Second Street Comedy or something like that and it's where people like John Candy and other really popular peoople I can't remember right now got their start. It's not a bad price and its absolutely hilarious.
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