Been to Vegas more times than I can remember. I don't gamble either. But every major convention seems to be held there, so I go.
There's quite an amazing car museum just off the strip if you're into really old and unique cars. Pretty cool, actually.
Blue Man Group is also a must-see if you've never seen them before.
Shows can be quite expensive, so pick one major one and get tickets ahead of your trip, then play the rest by ear once you get there.
There's a lot of free entertainment too. Ceasars Palace Forum (shopping) is worth a visit. The Free Atlantis show at one end of the mall is worth the wait, trust me. Get there at least 15 mins early for a good "seat".
The streetside show at Treasure Island is worth a visit if you've never been. Theatrical entertainment with pirates, babes, and explosions. What more could you want for free?
The Venetian is kinda cool. Take a gondala ride or just browse the shops. Emeril has a restaraunt in there that's fantastic (Emeril's Delmonico Steakhouse).
Speaking of food, the real highlight of Vegas is the outstanding restaraunts there. Seriously, some of the best food in the country can be had there, at reasonable prices. Make sure you bring enough budget for these dining experiences. You won't regret it.
Above all, bring comfortable walking shoes. You will walk more than you ever expect!
Enjoy!