I think Vegas is a bit overrated. Although, when I was there, I didn't have loads of money to just burn. I had a great time, but it wasn't the week of debauchery like I'd planned.
Possibly due to going with my girlfriend at the time, who started her period halfway through the trip and was just a BIT pissed off.
I did go see Cirque Du Soleil completely hammered though, THAT, was amazing.