If you wanted to see another show while you are there, there is a discount ticket booth next to the M&M store, by the Coke bottle. You can get tickets 1/2 off. It's still a bit pricey for some of the big name shows, but you can also get into some of the smaller comedy clubs for about what you'd pay to go to the movies.
If you are into kitchy - Old Vegas, north of the strip is fun. That's where you'll find the $.99 buffets and such. It's great fun to people watch up there.
NN NY has some rides, in addition to the roller coaster. There are also a few rides at the top of the Stratosphere. Excalibur has a section with carnival games, if you are into games of skill rather than chance.
Cesar's is great if you like shopping. I also really like the Aladin's mall. The ceiling is painted to look like the sky, and every couple of hours it cycles through day to night.
Like pp said, comfy walking shoes are a must. There are a few trams, one behind Harrah's if I remember, which are cheaper than taking cabs.
If you want to get free drinks in a reasonable time, sit at the video poker bars. As long as you are "playing" you can get free drinks. Most limit you to 2, but then you move on to the next casino :) You can totally milk the "playing" and just put a few bucks into the machine and take your time between rounds.
Hope that helps. I love Vegas, if you can't tell.