We spent 3 full days in Vegas this summer as part of a longer holiday so didn't need to leave time for shopping.
We spent 1 day visiting Hoover Dam and Lake Mead, with a picnic on the shores of Lake Mead and taking the road home through the National Park. This requires a National Park ticket but is much more scenic.
We also did a 1 day white water rafting through the Grand Canyon.
http://www.grandcanyontourcompany.com/wwlowst. html
This goes through Indian lands rather than the National Park but was still very spectacular. Expensive ($550 approx) but the highlight of our trip.
We spent our last full day visiting the hotels and their (air conditioned) shopping arcades as the temperature when we were there was almost 40 deg C.
We went to Cirque du Soleil - which was amazing and had no trouble getting tickets. Most of the hotels offer online booking and if you book direct with the hotel you don't have to pay the very substantial cover charges of the ticket agencies.
We also booked with Virgin Holidays which actually worked out at about the same price as booing everything ourselves over the net.