"O" (Cirque de Soleil) is an awesome, all enveloping, mind boggling experience but you'll need to book before you go, it's probably the most in demand ticket in Vegas.
Check who's on at House Of The Blues. While I was there James Brown did a one nighter, but, sods law, it was the night I went to see "O". The Sunday gosepl brunch there is good fun though. Southern style soul food and a great bunch of resident gospel singers that will sho nuff git yuh sanctified! Recommended.