Fremont Street is the place to be, IMO - I like the vibe better than the strip. Much more casual, quite a bit less "peacocking" than the strip and more people just out to party and have fun. I'm also a fan of the older, dingier casinos. Binion's is absolutely fascinating to me, given that it's basically an abandoned building with a casino floor. Golden Nugget is still nice, and if you're a true coin op nerd there is the last "Sigma Derby" mechanical horseracing game on the second floor of The D. At least - it was there a couple years ago when we last went.
Neon Museum at night was amazing a couple years ago, and based on the emails I get they've added a ton since I've been there.
Last time I was in Vegas, we rented a car and drove south to Primm to go to Whiskey Pete's to see Bonnie and Clyde's death car. It was nice to drive around a little bit. It's a quick drive too.
I can't recommend the various Spiegelworld shows enough. We've seen Opium and Absinthe, both were great. Don't sit in the front row at Opium if you don't want to participate!