NYNY and arcade at Fremont street for Pinball, PHOF is worth a visit if for nothing else then for ultra rare machines like pinball circus.
+1 for red rock canyon area for hiking, and hoover dam. I also did with my friends a day trip to Grand Canyon, lots of driving for one day but definitely worth it if you have an extra day (5 may not be enough though)
Show's are a must too, I'm a big fan of Circue du Soleil shows of which there are many. Ka at MGM is action packed, O at Bellagio more artictic but they all are nice