Places to Eat -- don't discount any of the buffets. We've eaten at the Bellagio, Mandalay Bay, Cesar's Palace, Sahara, and several on Fremont St downtown. Most buffets have specials -- do some research on the web and seek out the seafood nights if you like lobster and crab. Can't remember exactly where it is, but a local restaurant called Hash House is great - huge portions and delicious food.
For shows - if you haven't seen O at the Bellagio it is definitely worth the money. A show that is a throwback to the early 70s Vegas scene is the Legends impersonator show at the Imperial. The theater is the old style - long tables near the stage and booths that sit 8 in the back. The music acts are suprisingly good. Make sure you go downtown to see the light show at least once on Fremont Street.