www.gaylasvegas.com has listings of clubs and other things.
You will want to go "Downtown" one evening, that is the old section of vegas and they have a pretty cool light show at night.
If you want to see a great show, check out Hairsparay at the Luxor, excellent, Harvy Firestein is in the lead role of Edna.
Take advantage of the bus system, "the duce". For $2.00 a trip, or $5.00 for a 24 hour pass it runs up and down the strip all the way to downtown 24 hours a day. Dont let the size of the strip fool you, a resort that looks within walking distance may actually be 2 miles away, and walking can wear you out!
New York, New York has a pretty decent roller coaster, but a little on the expensive side.
Lots of hotels have free shows that you may want to take advantage of. The Mirage has the volcano, Treasure Island has a pirate show, there is a foutain show, light shows, and lots of free lounge acts. You can do quite a bit for free out there if you do your homework.
If you plan on returning to Vegas anytime in the future get a casino card for the slot machines. It keeps track of how much money you put in a machine, and if you spend enough the casino will send you offers in the mail for reduced rates in the future.
If you have any other questions dont hesitate to ask!
And for God's sake, leave room for those 99 cent shrimp cocktails!