I've been going to Las Vegas since 1980 to visit my wife's family, VSDA (EMA), CES and air shows/Red Flag Exercises at Nellis AFB. If you don't have a car and don't want to walk around in the heat try The Deuce, the bus that runs the length of The Strip. It's convenient, cheap and beats walking in 100+ degrees to get from casino to casino. Info can be found here:
http://www.rtcsnv.com/deuce/