Hoover Dam, PHOF, Pawn Stars, Clark County Museum, Atomic Bomb museum, aquarium in Mandalay Bay Resort, a visit to the old town on Freemont Street, the volcano show, the pirate ship show - all fun, at least for a first timer!
Milo's in the Cosmopolitan for the best greek food you will ever eat! Expensive for dinner, but much more reasonable at lunch.
Be prepared to walk 5-10 miles per day if you plan to walk the strip and see everything. You can't go directly from point a to point b. There is a lot of climbing stairs to get to a crosswalk over the road, followed by a walk across and down the stairs, followed by a 1/4 mile walk through the resort's expansive lobbies until you get in to the casino or whatever you went to see, followed by the long walk back to the street, followed by another climb up to a crosswalk a few blocks farther along. Repeat over and over until you collapse or give up and take a bus or taxi!
You can rent a car at every hotel in town, and it is very feasible to rent for one day and see most of the attractions mentioned above that are not right on the strip. If you want to tour the inside of the Dam, order your tickets early in the day, or they may well sell out.